+32.5%
EMR vs UPST
-44.0%
+76.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.0% |
| 7D | +2.1% | +4.4% | -2.3% | +1.2% |
| 30D | +4.8% | -7.7% | +12.4% | +6.3% |
| 3M | +7.5% | -28.4% | +35.9% | +15.1% |
| 6M | +20.9% | -23.2% | +44.0% | +26.4% |
| YTD | +29.2% | -49.1% | +78.3% | +46.6% |
| All | +32.5% | -44.0% | +76.5% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling