+276.1%
GOOG vs UPST
-0.4%
+276.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.8% |
| 7D | -1.6% | -8.1% | +6.5% | -0.9% |
| 30D | -7.7% | -14.3% | +6.6% | -6.7% |
| 3M | -9.3% | -16.6% | +7.3% | -8.2% |
| 6M | +7.4% | -7.3% | +14.7% | +7.6% |
| YTD | +4.9% | -40.8% | +45.6% | +8.0% |
| 1Y | +37.2% | -62.4% | +99.7% | +45.3% |
| 3Y | +141.6% | -15.3% | +156.9% | +128.8% |
| 5Y | +128.8% | -91.1% | +219.8% | +111.3% |
| All | +276.1% | -0.4% | +276.5% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling