+30.0%
IR vs UPST
+2.1%
+27.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.0% | +4.5% |
| 7D | +5.0% | +4.4% | +0.6% | +4.4% |
| 30D | +10.3% | -7.7% | +18.0% | +11.1% |
| 3M | -0.1% | -28.4% | +28.4% | +3.5% |
| 6M | +14.8% | -23.2% | +37.9% | +17.5% |
| YTD | +9.7% | -49.1% | +58.9% | +16.5% |
| 1Y | +12.2% | -42.4% | +54.6% | +17.3% |
| 3Y | +30.0% | +5.4% | +24.6% | +31.1% |
| All | +30.0% | +2.1% | +27.9% | +31.1% |
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 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