+231.1%
GOOGL vs UPST
-14.4%
+245.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.1% |
| 7D | +3.3% | +4.4% | -1.1% | +2.9% |
| 30D | -18.1% | -7.7% | -10.4% | -17.7% |
| 3M | -18.6% | -28.4% | +9.8% | -16.8% |
| 6M | -28.0% | -23.2% | -4.8% | -26.9% |
| YTD | -7.8% | -49.1% | +41.4% | -4.1% |
| 1Y | +3.6% | -42.4% | +46.0% | +6.6% |
| 3Y | +123.4% | +5.4% | +118.0% | +109.3% |
| 5Y | +95.3% | -92.9% | +188.2% | +82.3% |
| All | +231.1% | -14.4% | +245.5% | +229.8% |
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 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