+58.4%
NDAQ vs UPST
-88.8%
+147.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.7% |
| 7D | -2.4% | -3.5% | +1.1% | -2.2% |
| 30D | +2.5% | -7.1% | +9.6% | +2.9% |
| 3M | +9.9% | -13.1% | +23.0% | +10.8% |
| 6M | +9.4% | -1.1% | +10.5% | +8.8% |
| YTD | +0.4% | -35.9% | +36.3% | +2.9% |
| 1Y | +4.0% | -57.4% | +61.5% | +9.4% |
| 3Y | +94.4% | -14.9% | +109.3% | +84.3% |
| All | +58.4% | -88.8% | +147.2% | +55.4% |
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 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