+218.4%
EBAY vs UPST
+2.1%
+216.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.9% |
| 7D | 0.0% | +4.4% | -4.4% | -0.2% |
| 30D | +7.8% | -7.7% | +15.5% | +8.2% |
| 3M | +8.4% | -28.4% | +36.8% | +10.1% |
| 6M | +13.0% | -23.2% | +36.2% | +14.2% |
| YTD | +40.2% | -49.1% | +89.3% | +44.0% |
| 1Y | +46.2% | -42.4% | +88.6% | +49.3% |
| 3Y | +218.4% | +5.4% | +213.0% | +211.6% |
| All | +218.4% | +2.1% | +216.3% | +211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling