+99.5%
U vs UPST
-29.4%
+128.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +36.6% | -4.9% | +41.5% | +37.9% |
| 30D | +13.3% | -8.9% | +22.2% | +16.0% |
| 3M | +26.2% | -26.3% | +52.5% | +36.8% |
| 6M | +88.7% | -23.7% | +112.5% | +101.8% |
| YTD | +16.6% | -49.9% | +66.5% | +40.6% |
| 1Y | +29.0% | -42.0% | +70.9% | +49.2% |
| 3Y | +99.5% | -25.3% | +124.8% | +87.8% |
| All | +99.5% | -29.4% | +128.9% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling