+62.6%
NDAQ vs UPST
-93.6%
+156.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.8% | -4.9% | +5.7% | +1.2% |
| 30D | +16.5% | -8.9% | +25.4% | +17.2% |
| 3M | +13.5% | -26.3% | +39.8% | +15.9% |
| 6M | +20.9% | -23.7% | +44.7% | +22.8% |
| YTD | +11.4% | -49.9% | +61.3% | +16.2% |
| 1Y | +25.9% | -42.0% | +67.9% | +29.7% |
| 3Y | +119.9% | -25.3% | +145.1% | +110.9% |
| All | +62.6% | -93.6% | +156.2% | +74.1% |
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