+11.9%
IR vs UPST
-13.8%
+25.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | -15.1% | -7.1% | -8.0% | -14.5% |
| 3M | +6.1% | -13.1% | +19.1% | +7.5% |
| 6M | -16.8% | -1.1% | -15.7% | -17.4% |
| YTD | -3.5% | -35.9% | +32.3% | 0.0% |
| 1Y | -3.5% | -57.4% | +53.9% | +3.8% |
| All | +11.9% | -13.8% | +25.7% | +6.5% |
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