+226.3%
GOOG vs UPST
-21.5%
+247.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.2% |
| 7D | +2.4% | -4.5% | +6.9% | +2.7% |
| 30D | -18.1% | -15.3% | -2.8% | -17.2% |
| 3M | -19.9% | -32.4% | +12.6% | -17.7% |
| 6M | -28.2% | -29.5% | +1.4% | -26.6% |
| YTD | -9.0% | -53.3% | +44.3% | -4.8% |
| 1Y | -1.7% | -47.4% | +45.7% | +1.8% |
| 3Y | +114.5% | -2.2% | +116.7% | +102.0% |
| 5Y | +96.2% | -92.0% | +188.2% | +84.1% |
| All | +226.3% | -21.5% | +247.8% | +225.6% |
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 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