+25.3%
U vs UPST
-51.0%
+76.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +7.9% | +4.5% |
| 7D | +2.8% | -13.5% | +16.3% | +10.0% |
| 30D | +7.6% | -19.6% | +27.3% | +18.6% |
| 3M | +12.7% | -34.2% | +46.9% | +36.7% |
| 6M | +87.0% | -31.2% | +118.2% | +117.6% |
| YTD | +13.6% | -56.2% | +69.8% | +69.0% |
| 1Y | +25.3% | -51.7% | +77.0% | +82.9% |
| All | +25.3% | -51.0% | +76.3% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling