+119.8%
NDAQ vs UPST
-3.8%
+123.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +2.1% |
| 7D | +2.9% | -4.5% | +7.3% | +3.2% |
| 30D | +17.5% | -15.3% | +32.8% | +19.0% |
| 3M | +15.4% | -32.4% | +47.9% | +19.2% |
| 6M | +24.6% | -29.5% | +54.1% | +27.7% |
| YTD | +14.4% | -53.3% | +67.7% | +20.7% |
| 1Y | +26.9% | -47.4% | +74.3% | +32.4% |
| 3Y | +119.8% | -2.2% | +122.0% | +116.8% |
| All | +119.8% | -3.8% | +123.6% | +116.8% |
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