+40.8%
O vs UPST
-0.8%
+41.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.3% | +8.3% | +0.3% |
| 7D | +3.5% | -4.5% | +8.0% | +3.7% |
| 30D | +10.4% | -15.3% | +25.7% | +10.8% |
| 3M | -2.4% | -32.4% | +30.0% | -1.5% |
| 6M | -1.2% | -29.5% | +28.3% | -0.6% |
| YTD | +10.4% | -53.3% | +63.7% | +12.2% |
| 1Y | +11.4% | -47.4% | +58.8% | +12.7% |
| All | +40.8% | -0.8% | +41.6% | +33.2% |
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