-72.9%
GRAB vs UPST
+7.9%
-80.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.3% | -3.5% | -1.7% | -4.8% |
| 30D | -8.6% | -7.1% | -1.4% | -7.6% |
| 3M | -1.2% | -13.1% | +11.9% | +0.7% |
| 6M | -16.6% | -1.1% | -15.5% | -17.2% |
| YTD | -31.5% | -35.9% | +4.4% | -28.0% |
| 1Y | -32.3% | -57.4% | +25.1% | -25.1% |
| 3Y | -10.7% | -14.9% | +4.2% | -20.2% |
| 5Y | -67.9% | -88.7% | +20.8% | -69.3% |
| All | -72.9% | +7.9% | -80.8% | -79.1% |
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 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