+3.6%
GOOG vs UPST
-48.7%
+52.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +2.0% |
| 7D | -10.7% | -3.1% | -7.6% | -10.5% |
| 30D | -16.4% | -4.0% | -12.5% | -16.2% |
| 3M | -23.4% | -22.9% | -0.5% | -21.1% |
| 6M | -24.2% | -27.1% | +2.9% | -21.6% |
| YTD | -8.3% | -46.5% | +38.3% | -3.9% |
| 1Y | +3.6% | -49.4% | +53.0% | +8.9% |
| All | +3.6% | -48.7% | +52.3% | +8.9% |
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