+63.1%
T vs UPST
-3.8%
+66.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.3% | +8.9% | +0.6% |
| 7D | +2.6% | -4.5% | +7.1% | +2.6% |
| 30D | -1.1% | -15.3% | +14.2% | -1.1% |
| 3M | -7.7% | -32.4% | +24.7% | -7.9% |
| 6M | -10.6% | -29.5% | +18.9% | -10.8% |
| YTD | -7.5% | -53.3% | +45.9% | -7.5% |
| 1Y | -7.4% | -47.4% | +39.9% | -7.6% |
| 3Y | +63.1% | -2.2% | +65.3% | +64.4% |
| All | +63.1% | -3.8% | +66.8% | +64.4% |
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