-71.7%
GRAB vs UPST
-90.4%
+18.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.0% | -2.4% | -5.8% |
| 7D | -13.9% | -8.1% | -5.8% | -12.6% |
| 30D | -17.2% | -14.3% | -2.9% | -14.9% |
| 3M | -7.9% | -16.6% | +8.8% | -5.0% |
| 6M | -23.2% | -7.3% | -16.0% | -23.0% |
| YTD | -39.1% | -40.8% | +1.7% | -34.6% |
| 1Y | -42.5% | -62.4% | +19.9% | -33.9% |
| 3Y | -18.3% | -15.3% | -3.0% | -29.4% |
| 5Y | -71.7% | -91.1% | +19.3% | -71.4% |
| All | -71.7% | -90.4% | +18.7% | -71.4% |
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