-18.7%
GRAB vs UPST
-16.7%
-2.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.4% | -5.9% |
| 7D | -13.9% | -8.1% | -5.8% | -12.9% |
| 30D | -17.2% | -14.3% | -2.9% | -15.5% |
| 3M | -7.9% | -16.6% | +8.8% | -5.7% |
| 6M | -23.2% | -7.3% | -16.0% | -22.9% |
| YTD | -39.1% | -40.8% | +1.7% | -35.9% |
| 1Y | -42.5% | -62.4% | +19.9% | -36.7% |
| All | -18.7% | -16.7% | -2.0% | -18.9% |
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