+145.3%
RF vs UPST
+7.9%
+137.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +1.3% | -3.5% | +4.9% | +1.6% |
| 30D | -3.6% | -7.1% | +3.5% | -3.1% |
| 3M | +8.1% | -13.1% | +21.2% | +9.1% |
| 6M | +11.5% | -1.1% | +12.6% | +10.7% |
| YTD | +15.6% | -35.9% | +51.4% | +18.8% |
| 1Y | +15.7% | -57.4% | +73.1% | +22.7% |
| 3Y | +86.9% | -14.9% | +101.8% | +77.3% |
| 5Y | +89.8% | -88.7% | +178.5% | +79.6% |
| All | +145.3% | +7.9% | +137.4% | +126.7% |
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