+15.5%
TSLA vs UPST
-92.5%
+108.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -2.3% |
| 7D | +8.9% | -10.6% | +19.6% | +11.5% |
| 30D | +6.3% | -14.0% | +20.3% | +9.2% |
| 3M | +14.8% | -36.8% | +51.6% | +26.0% |
| 6M | -12.4% | -27.5% | +15.2% | -6.9% |
| YTD | -13.2% | -55.3% | +42.0% | +0.6% |
| 1Y | -2.9% | -47.5% | +44.6% | +8.3% |
| 3Y | +74.4% | -10.4% | +84.9% | +53.9% |
| All | +15.5% | -92.5% | +108.0% | +35.1% |
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