-75.8%
GRAB vs UPST
-1.6%
-74.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.0% |
| 7D | -10.8% | -8.8% | -2.0% | -9.5% |
| 30D | -15.5% | -12.1% | -3.5% | -13.9% |
| 3M | -9.0% | -19.5% | +10.5% | -6.1% |
| 6M | -21.6% | -6.8% | -14.8% | -21.4% |
| YTD | -38.9% | -41.5% | +2.6% | -34.9% |
| 1Y | -44.8% | -58.9% | +14.0% | -38.6% |
| 3Y | -18.4% | -15.2% | -3.3% | -27.1% |
| 5Y | -71.6% | -90.5% | +18.9% | -72.3% |
| All | -75.8% | -1.6% | -74.2% | -81.1% |
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 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