+15.7%
RF vs UPST
-56.5%
+72.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.2% |
| 7D | +1.3% | -3.5% | +4.9% | +1.8% |
| 30D | -3.6% | -7.1% | +3.5% | -2.8% |
| 3M | +8.1% | -13.1% | +21.2% | +9.6% |
| 6M | +11.5% | -1.1% | +12.6% | +9.8% |
| YTD | +15.6% | -35.9% | +51.4% | +20.1% |
| 1Y | +15.7% | -57.4% | +73.1% | +20.9% |
| All | +15.7% | -56.5% | +72.2% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling