+5.6%
LOW vs UPST
-93.6%
+99.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +7.4% | -4.9% | +12.3% | +7.8% |
| 30D | +24.5% | -8.9% | +33.3% | +25.4% |
| 3M | +3.5% | -26.3% | +29.8% | +6.0% |
| 6M | -2.6% | -23.7% | +21.2% | -0.7% |
| YTD | -4.8% | -49.9% | +45.1% | -0.2% |
| 1Y | -0.8% | -42.0% | +41.2% | +2.4% |
| 3Y | +22.8% | -25.3% | +48.1% | +15.2% |
| All | +5.6% | -93.6% | +99.2% | +5.8% |
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