+126.0%
GOOGL vs UPST
-4.9%
+131.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | +3.9% | -10.6% | +14.5% | +4.8% |
| 30D | -14.9% | -14.0% | -0.9% | -14.0% |
| 3M | -14.6% | -36.8% | +22.3% | -11.5% |
| 6M | -26.4% | -27.5% | +1.1% | -24.7% |
| YTD | -5.3% | -55.3% | +50.0% | -0.3% |
| 1Y | +6.5% | -47.5% | +54.0% | +10.7% |
| 3Y | +126.0% | -10.4% | +136.5% | +133.1% |
| All | +126.0% | -4.9% | +131.0% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling