-7.8%
PODD vs UPST
-29.4%
+21.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.0% | -6.0% |
| 7D | -2.1% | -4.9% | +2.8% | -1.5% |
| 30D | +9.0% | -8.9% | +17.9% | +10.2% |
| 3M | +5.2% | -26.3% | +31.5% | +9.0% |
| 6M | -3.2% | -23.7% | +20.6% | -0.6% |
| YTD | -48.5% | -49.9% | +1.5% | -44.7% |
| 1Y | -54.7% | -42.0% | -12.7% | -52.3% |
| 3Y | -7.8% | -25.3% | +17.5% | -11.2% |
| All | -7.8% | -29.4% | +21.6% | -11.2% |
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