-2.7%
GRAB vs UPST
-4.9%
+2.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | -5.0% | -10.6% | +5.7% | -3.5% |
| 30D | +11.3% | -14.0% | +25.3% | +13.4% |
| 3M | -12.4% | -36.8% | +24.4% | -7.0% |
| 6M | -10.7% | -27.5% | +16.8% | -7.1% |
| YTD | -35.1% | -55.3% | +20.2% | -29.1% |
| 1Y | -41.5% | -47.5% | +6.0% | -37.4% |
| 3Y | -2.7% | -10.4% | +7.7% | -5.5% |
| All | -2.7% | -4.9% | +2.2% | -5.5% |
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 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