+48.4%
IR vs UPST
-88.8%
+137.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -2.8% | -3.5% | +0.7% | -2.5% |
| 30D | -15.1% | -7.1% | -8.0% | -14.6% |
| 3M | +6.1% | -13.1% | +19.1% | +7.4% |
| 6M | -16.8% | -1.1% | -15.7% | -17.3% |
| YTD | -3.5% | -35.9% | +32.3% | -0.3% |
| 1Y | -3.5% | -57.4% | +53.9% | +3.2% |
| 3Y | +9.5% | -14.9% | +24.3% | +2.6% |
| All | +48.4% | -88.8% | +137.2% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling