+108.5%
RF vs UPST
-29.4%
+137.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | -0.9% | -4.9% | +4.0% | -0.4% |
| 30D | +6.0% | -8.9% | +14.9% | +7.1% |
| 3M | -8.9% | -26.3% | +17.4% | -5.6% |
| 6M | +2.3% | -23.7% | +26.1% | +5.0% |
| YTD | +7.6% | -49.9% | +57.5% | +15.4% |
| 1Y | +21.2% | -42.0% | +63.1% | +27.2% |
| 3Y | +108.5% | -25.3% | +133.8% | +94.2% |
| All | +108.5% | -29.4% | +137.9% | +94.2% |
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