+3.7%
F vs UPST
-48.7%
+52.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +1.6% |
| 7D | +6.0% | -3.1% | +9.2% | +6.4% |
| 30D | +4.3% | -4.0% | +8.3% | +4.6% |
| 3M | -10.1% | -22.9% | +12.8% | -7.0% |
| 6M | +12.8% | -27.1% | +39.9% | +16.9% |
| YTD | -0.1% | -46.5% | +46.5% | +6.5% |
| 1Y | +3.7% | -49.4% | +53.1% | +11.1% |
| All | +3.7% | -48.7% | +52.4% | +11.1% |
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