+57.0%
T vs UPST
-92.2%
+149.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.2% |
| 7D | +1.6% | -13.5% | +15.2% | +1.9% |
| 30D | -2.9% | -19.6% | +16.7% | -2.6% |
| 3M | -7.5% | -34.2% | +26.7% | -6.9% |
| 6M | -9.9% | -31.2% | +21.3% | -9.5% |
| YTD | -6.4% | -56.2% | +49.8% | -5.3% |
| 1Y | -9.4% | -51.7% | +42.3% | -8.6% |
| 3Y | +64.9% | -8.2% | +73.1% | +59.1% |
| 5Y | +57.0% | -92.8% | +149.7% | +51.7% |
| All | +57.0% | -92.2% | +149.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling