-21.1%
PODD vs UPST
-13.8%
-7.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.8% |
| 7D | +1.6% | -3.5% | +5.2% | +2.1% |
| 30D | +10.7% | -7.1% | +17.8% | +11.6% |
| 3M | +0.7% | -13.1% | +13.8% | +2.1% |
| 6M | -39.3% | -1.1% | -38.2% | -39.7% |
| YTD | -48.1% | -35.9% | -12.3% | -45.8% |
| 1Y | -57.4% | -57.4% | 0.0% | -53.5% |
| All | -21.1% | -13.8% | -7.3% | -28.4% |
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