-6.4%
T vs UPST
-48.7%
+42.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +2.5% |
| 7D | +5.5% | -3.1% | +8.6% | +5.3% |
| 30D | -8.9% | -4.0% | -4.9% | -9.2% |
| 3M | -5.6% | -22.9% | +17.3% | -7.1% |
| 6M | -14.3% | -27.1% | +12.8% | -15.8% |
| YTD | -7.9% | -46.5% | +38.6% | -11.2% |
| 1Y | -6.4% | -49.4% | +43.0% | -9.7% |
| All | -6.4% | -48.7% | +42.3% | -9.7% |
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 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