+5.4%
LYB vs UPST
+3.8%
+1.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.9% |
| 7D | -0.9% | -1.5% | +0.6% | -0.8% |
| 30D | +9.5% | -13.2% | +22.7% | +10.2% |
| 3M | +1.3% | -13.0% | +14.3% | +1.7% |
| 6M | -1.7% | -2.9% | +1.1% | -2.5% |
| YTD | +54.1% | -38.3% | +92.4% | +56.8% |
| 1Y | +25.7% | -60.5% | +86.1% | +30.8% |
| 3Y | -20.9% | -11.7% | -9.2% | -23.7% |
| 5Y | -1.5% | -90.2% | +88.6% | -3.9% |
| All | +5.4% | +3.8% | +1.6% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling