-53.2%
S vs UPST
-77.0%
+23.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | -7.7% | -3.5% | -4.2% | -6.8% |
| 30D | -5.3% | -7.1% | +1.8% | -3.6% |
| 3M | +20.3% | -13.1% | +33.3% | +24.2% |
| 6M | +47.4% | -1.1% | +48.5% | +45.3% |
| YTD | +32.5% | -35.9% | +68.4% | +44.8% |
| 1Y | +9.5% | -57.4% | +66.9% | +31.7% |
| 3Y | +15.5% | -14.9% | +30.4% | -7.3% |
| 5Y | -71.2% | -88.7% | +17.5% | -71.0% |
| All | -53.2% | -77.0% | +23.8% | -56.6% |
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