+3.4%
META vs UPST
-28.7%
+32.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | -0.6% |
| 7D | +2.9% | -3.1% | +6.0% | +3.4% |
| 30D | -15.1% | -4.0% | -11.1% | -14.4% |
| 3M | +7.2% | -22.9% | +30.1% | +12.8% |
| 6M | +3.4% | -27.1% | +30.5% | +9.3% |
| All | +3.4% | -28.7% | +32.1% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling