+26.4%
P vs UPST
-56.5%
+82.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +6.5% | -3.5% | +10.1% | +7.2% |
| 30D | +18.8% | -7.1% | +26.0% | +20.2% |
| 3M | +26.7% | -13.1% | +39.8% | +29.5% |
| 6M | +62.2% | -1.1% | +63.3% | +60.2% |
| YTD | +48.5% | -35.9% | +84.4% | +54.5% |
| 1Y | +26.4% | -57.4% | +83.8% | +40.9% |
| All | +26.4% | -56.5% | +82.9% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling