-2.4%
LYB vs UPST
-91.3%
+88.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | -0.7% | -12.0% | +11.3% | 0.0% |
| 30D | +1.5% | -16.0% | +17.6% | +2.5% |
| 3M | -0.3% | -17.2% | +16.9% | +0.5% |
| 6M | +0.1% | -10.9% | +10.9% | -0.3% |
| YTD | +53.4% | -42.6% | +96.0% | +57.3% |
| 1Y | +25.6% | -59.8% | +85.4% | +31.7% |
| 3Y | -21.3% | -17.9% | -3.4% | -24.4% |
| 5Y | -2.4% | -90.7% | +88.3% | -1.1% |
| All | -2.4% | -91.3% | +88.9% | -1.1% |
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