+4.4%
GOOGL vs UPST
-48.7%
+53.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.4% | -6.2% | +1.9% |
| 7D | -11.1% | -3.1% | -7.9% | -10.9% |
| 30D | -16.6% | -4.0% | -12.6% | -16.4% |
| 3M | -23.4% | -22.9% | -0.6% | -21.1% |
| 6M | -24.5% | -27.1% | +2.6% | -21.9% |
| YTD | -7.5% | -46.5% | +39.0% | -3.1% |
| 1Y | +4.4% | -49.4% | +53.8% | +9.7% |
| All | +4.4% | -48.7% | +53.1% | +9.7% |
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