-21.8%
LYB vs UPST
-16.7%
-5.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.1% |
| 7D | -3.1% | -8.1% | +5.0% | -2.6% |
| 30D | +4.0% | -14.3% | +18.3% | +5.0% |
| 3M | +2.4% | -16.6% | +19.1% | +3.2% |
| 6M | -1.4% | -7.3% | +5.8% | -2.3% |
| YTD | +53.9% | -40.8% | +94.7% | +58.8% |
| 1Y | +26.1% | -62.4% | +88.5% | +35.1% |
| All | -21.8% | -16.7% | -5.0% | -25.3% |
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