-2.0%
TECH vs UPST
+7.9%
-9.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.1% | -3.5% | +3.7% | +0.4% |
| 30D | +0.7% | -7.1% | +7.8% | +1.3% |
| 3M | +36.3% | -13.1% | +49.4% | +37.9% |
| 6M | +25.6% | -1.1% | +26.7% | +25.2% |
| YTD | +23.7% | -35.9% | +59.5% | +27.9% |
| 1Y | +37.6% | -57.4% | +95.1% | +47.1% |
| 3Y | -6.6% | -14.9% | +8.3% | -11.0% |
| 5Y | -42.2% | -88.7% | +46.4% | -44.4% |
| All | -2.0% | +7.9% | -9.8% | -17.0% |
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