+284.7%
P vs UPST
-92.5%
+377.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -2.3% |
| 7D | +11.6% | -10.6% | +22.3% | +13.6% |
| 30D | -23.7% | -14.0% | -9.7% | -21.9% |
| 3M | -8.0% | -36.8% | +28.9% | -1.1% |
| 6M | +27.9% | -27.5% | +55.4% | +33.7% |
| YTD | +61.2% | -55.3% | +116.4% | +79.9% |
| 1Y | +28.6% | -47.5% | +76.2% | +39.2% |
| 3Y | +200.5% | -10.4% | +210.9% | +177.5% |
| All | +284.7% | -92.5% | +377.2% | +386.5% |
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