-38.1%
PODD vs UPST
+7.9%
-46.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.9% |
| 7D | +1.6% | -3.5% | +5.2% | +2.0% |
| 30D | +10.7% | -7.1% | +17.8% | +11.4% |
| 3M | +0.7% | -13.1% | +13.8% | +1.8% |
| 6M | -39.3% | -1.1% | -38.2% | -39.6% |
| YTD | -48.1% | -35.9% | -12.3% | -46.3% |
| 1Y | -57.4% | -57.4% | 0.0% | -54.4% |
| 3Y | -23.3% | -14.9% | -8.4% | -28.3% |
| 5Y | -51.3% | -88.7% | +37.4% | -52.8% |
| All | -38.1% | +7.9% | -46.0% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling