-69.4%
U vs UPST
-88.8%
+19.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -3.8% | -3.5% | -0.3% | -2.6% |
| 30D | +17.5% | -7.1% | +24.6% | +20.1% |
| 3M | +38.7% | -13.1% | +51.8% | +44.8% |
| 6M | +104.4% | -1.1% | +105.5% | +101.7% |
| YTD | -5.7% | -35.9% | +30.2% | +9.9% |
| 1Y | +3.7% | -57.4% | +61.1% | +37.0% |
| 3Y | +12.3% | -14.9% | +27.2% | -12.2% |
| All | -69.4% | -88.8% | +19.4% | -72.2% |
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