+284.0%
GOOG vs UPST
+7.9%
+276.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -1.9% |
| 30D | -6.8% | -7.1% | +0.3% | -6.4% |
| 3M | -9.1% | -13.1% | +4.0% | -8.3% |
| 6M | +10.7% | -1.1% | +11.8% | +10.3% |
| YTD | +7.1% | -35.9% | +42.9% | +9.6% |
| 1Y | +44.6% | -57.4% | +102.0% | +51.8% |
| 3Y | +147.4% | -14.9% | +162.3% | +134.1% |
| 5Y | +133.8% | -88.7% | +222.5% | +115.0% |
| All | +284.0% | +7.9% | +276.1% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling