+135.0%
GOOG vs UPST
-91.3%
+226.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -2.5% | -12.0% | +9.5% | -1.2% |
| 30D | -3.6% | -16.0% | +12.4% | -2.0% |
| 3M | -6.4% | -17.2% | +10.7% | -4.8% |
| 6M | +7.8% | -10.9% | +18.6% | +8.4% |
| YTD | +5.5% | -42.6% | +48.1% | +10.2% |
| 1Y | +38.3% | -59.8% | +98.1% | +48.8% |
| 3Y | +143.1% | -17.9% | +161.0% | +122.6% |
| 5Y | +135.0% | -90.7% | +225.7% | +115.8% |
| All | +135.0% | -91.3% | +226.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling