+50.6%
LYB vs UPST
-48.7%
+99.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +9.4% | -14.1% | -3.8% |
| 7D | -6.2% | -3.1% | -3.1% | -6.3% |
| 30D | +6.3% | -4.0% | +10.3% | +6.2% |
| 3M | +4.1% | -22.9% | +27.0% | +2.1% |
| 6M | -15.5% | -27.1% | +11.6% | -17.0% |
| YTD | +50.2% | -46.5% | +96.8% | +57.5% |
| 1Y | +50.6% | -49.4% | +100.0% | +58.6% |
| All | +50.6% | -48.7% | +99.3% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling