+9.5%
IBM vs UPST
-31.6%
+41.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.8% |
| 7D | -4.3% | -10.9% | +6.5% | -2.4% |
| 30D | +11.7% | -7.2% | +18.9% | +12.9% |
| 3M | +5.5% | -26.7% | +32.2% | +10.9% |
| 6M | +9.5% | -29.0% | +38.4% | +15.3% |
| All | +9.5% | -31.6% | +41.1% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling