+27.6%
IR vs UPST
-29.4%
+56.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +3.7% | -4.9% | +8.6% | +4.1% |
| 30D | +7.4% | -8.9% | +16.3% | +8.3% |
| 3M | -5.9% | -26.3% | +20.4% | -3.0% |
| 6M | +5.6% | -23.7% | +29.3% | +8.1% |
| YTD | +4.8% | -49.9% | +54.8% | +11.2% |
| 1Y | +6.9% | -42.0% | +48.9% | +11.6% |
| 3Y | +27.6% | -25.3% | +52.8% | +28.9% |
| All | +27.6% | -29.4% | +56.9% | +28.9% |
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