+136.8%
GOOGL vs UPST
-88.8%
+225.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.3% | -3.5% | +1.3% | -1.9% |
| 30D | -6.6% | -7.1% | +0.6% | -5.9% |
| 3M | -8.9% | -13.1% | +4.1% | -7.8% |
| 6M | +11.9% | -1.1% | +13.0% | +11.3% |
| YTD | +8.3% | -35.9% | +44.2% | +11.9% |
| 1Y | +46.2% | -57.4% | +103.6% | +56.3% |
| 3Y | +151.9% | -14.9% | +166.7% | +130.3% |
| All | +136.8% | -88.8% | +225.6% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling