-37.1%
PODD vs UPST
-14.4%
-22.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.1% |
| 7D | -2.5% | +4.4% | -6.9% | -2.9% |
| 30D | +10.7% | -7.7% | +18.4% | +11.6% |
| 3M | +6.1% | -28.4% | +34.6% | +9.7% |
| 6M | -2.8% | -23.2% | +20.3% | -0.8% |
| YTD | -47.3% | -49.1% | +1.8% | -44.2% |
| 1Y | -53.2% | -42.4% | -10.8% | -51.1% |
| 3Y | -2.0% | +5.4% | -7.4% | -9.8% |
| 5Y | -52.9% | -92.9% | +40.0% | -52.8% |
| All | -37.1% | -14.4% | -22.7% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling