-43.1%
IT vs UPST
-93.6%
+50.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -16.9% | -4.9% | -12.0% | -16.6% |
| 30D | +2.3% | -8.9% | +11.2% | +3.0% |
| 3M | +2.9% | -26.3% | +29.2% | +5.4% |
| 6M | +25.9% | -23.7% | +49.6% | +28.0% |
| YTD | -24.6% | -49.9% | +25.3% | -20.9% |
| 1Y | -16.0% | -42.0% | +25.9% | -13.2% |
| 3Y | -51.6% | -25.3% | -26.3% | -54.1% |
| All | -43.1% | -93.6% | +50.5% | -38.8% |
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