-13.3%
INFY vs UPST
+7.9%
-21.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.7% |
| 30D | -6.2% | -7.1% | +0.9% | -5.9% |
| 3M | -4.9% | -13.1% | +8.2% | -4.4% |
| 6M | -16.6% | -1.1% | -15.5% | -17.0% |
| YTD | -32.9% | -35.9% | +2.9% | -31.7% |
| 1Y | -26.9% | -57.4% | +30.5% | -24.2% |
| 3Y | -26.6% | -14.9% | -11.7% | -29.3% |
| 5Y | -44.1% | -88.7% | +44.6% | -46.5% |
| All | -13.3% | +7.9% | -21.1% | -21.1% |
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