+37.2%
GOOG vs UPST
-62.0%
+99.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +2.0% | -1.6% |
| 7D | -1.6% | -8.1% | +6.5% | -0.5% |
| 30D | -7.7% | -14.3% | +6.6% | -6.0% |
| 3M | -9.3% | -16.6% | +7.3% | -7.5% |
| 6M | +7.4% | -7.3% | +14.7% | +8.0% |
| YTD | +4.9% | -40.8% | +45.6% | +9.1% |
| 1Y | +37.2% | -62.4% | +99.7% | +54.6% |
| All | +37.2% | -62.0% | +99.3% | +54.6% |
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 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