+167.1%
P vs UPST
-28.6%
+195.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.3% | -11.1% | -15.4% |
| 7D | -31.9% | -10.9% | -21.0% | -30.3% |
| 30D | -36.5% | -7.2% | -29.3% | -35.6% |
| 3M | +11.6% | -26.7% | +38.3% | +17.7% |
| 6M | +25.2% | -29.0% | +54.2% | +32.1% |
| YTD | +39.4% | -49.4% | +88.8% | +54.2% |
| 1Y | -3.7% | -47.0% | +43.3% | +4.9% |
| All | +167.1% | -28.6% | +195.7% | +168.4% |
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 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