+58.1%
INTC vs UPST
-4.9%
+63.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.8% |
| 7D | +6.0% | -10.6% | +16.6% | +7.8% |
| 30D | -39.2% | -14.0% | -25.2% | -37.6% |
| 3M | -42.9% | -36.8% | -6.1% | -38.9% |
| 6M | -50.4% | -27.5% | -22.9% | -47.9% |
| YTD | +61.7% | -55.3% | +117.0% | +78.4% |
| 1Y | +66.1% | -47.5% | +113.7% | +79.0% |
| 3Y | +58.1% | -10.4% | +68.6% | +69.7% |
| All | +58.1% | -4.9% | +63.1% | +69.7% |
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