+237.2%
GOOGL vs UPST
-20.9%
+258.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.1% |
| 7D | +1.6% | -12.1% | +13.6% | +2.5% |
| 30D | -16.8% | -13.4% | -3.4% | -16.0% |
| 3M | -14.6% | -31.2% | +16.6% | -12.4% |
| 6M | -24.4% | -28.3% | +3.9% | -22.8% |
| YTD | -6.1% | -53.0% | +46.9% | -1.8% |
| 1Y | +1.0% | -47.2% | +48.2% | +4.6% |
| 3Y | +123.4% | -1.5% | +124.9% | +110.4% |
| 5Y | +103.2% | -91.6% | +194.9% | +90.9% |
| All | +237.2% | -20.9% | +258.1% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling