+49.2%
ENTG vs UPST
+7.9%
+41.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.4% |
| 7D | +2.8% | -3.5% | +6.4% | +3.4% |
| 30D | -4.7% | -7.1% | +2.4% | -3.7% |
| 3M | -0.7% | -13.1% | +12.3% | +1.7% |
| 6M | +7.7% | -1.1% | +8.8% | +7.4% |
| YTD | +65.1% | -35.9% | +100.9% | +74.4% |
| 1Y | +74.8% | -57.4% | +132.2% | +95.0% |
| 3Y | +36.9% | -14.9% | +51.8% | +29.0% |
| 5Y | +16.1% | -88.7% | +104.8% | +10.3% |
| All | +49.2% | +7.9% | +41.3% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling