+42.2%
T vs UPST
-26.3%
+68.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | -0.3% |
| 7D | +1.6% | -13.5% | +15.2% | +1.8% |
| 30D | -2.9% | -19.6% | +16.7% | -2.7% |
| 3M | -7.5% | -34.2% | +26.7% | -7.1% |
| 6M | -9.9% | -31.2% | +21.3% | -9.6% |
| YTD | -6.4% | -56.2% | +49.8% | -5.8% |
| 1Y | -9.4% | -51.7% | +42.3% | -8.9% |
| 3Y | +64.9% | -8.2% | +73.1% | +61.9% |
| 5Y | +57.0% | -92.8% | +149.7% | +51.8% |
| All | +42.2% | -26.3% | +68.5% | +44.7% |
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