+288.9%
GOOGL vs UPST
+7.9%
+281.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | -2.3% | -3.5% | +1.3% | -2.0% |
| 30D | -6.6% | -7.1% | +0.6% | -6.1% |
| 3M | -8.9% | -13.1% | +4.1% | -8.1% |
| 6M | +11.9% | -1.1% | +13.0% | +11.5% |
| YTD | +8.3% | -35.9% | +44.2% | +10.9% |
| 1Y | +46.2% | -57.4% | +103.6% | +53.3% |
| 3Y | +151.9% | -14.9% | +166.7% | +138.5% |
| 5Y | +137.7% | -88.7% | +226.4% | +118.8% |
| All | +288.9% | +7.9% | +281.0% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling