-2.8%
EXPE vs UPST
-49.8%
+47.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.8% |
| 7D | -0.5% | -10.6% | +10.2% | +2.5% |
| 30D | -6.1% | -14.0% | +7.9% | -2.3% |
| 3M | -21.3% | -36.8% | +15.5% | -11.6% |
| 6M | +19.0% | -27.5% | +46.5% | +27.7% |
| YTD | -8.4% | -55.3% | +46.8% | +9.6% |
| 1Y | -2.8% | -47.5% | +44.8% | +8.3% |
| All | -2.8% | -49.8% | +47.1% | +8.3% |
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