+46.2%
GOOGL vs UPST
-56.5%
+102.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.3% | -3.5% | +1.3% | -1.8% |
| 30D | -6.6% | -7.1% | +0.6% | -5.8% |
| 3M | -8.9% | -13.1% | +4.1% | -7.7% |
| 6M | +11.9% | -1.1% | +13.0% | +11.4% |
| YTD | +8.3% | -35.9% | +44.2% | +11.6% |
| 1Y | +46.2% | -57.4% | +103.6% | +61.2% |
| All | +46.2% | -56.5% | +102.7% | +61.2% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling