+82.1%
TSLA vs UPST
-14.4%
+96.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | -6.4% | +4.4% | -10.8% | -7.1% |
| 30D | -1.2% | -7.7% | +6.5% | -0.2% |
| 3M | +15.1% | -28.4% | +43.5% | +21.4% |
| 6M | -11.7% | -23.2% | +11.4% | -8.2% |
| YTD | -15.9% | -49.1% | +33.2% | -7.4% |
| 1Y | -12.0% | -42.4% | +30.4% | -5.3% |
| 3Y | +80.0% | +5.4% | +74.7% | +62.7% |
| 5Y | +10.8% | -92.9% | +103.7% | +11.1% |
| All | +82.1% | -14.4% | +96.5% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling