-74.8%
U vs UPST
-91.7%
+16.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +16.9% | -12.1% | +29.0% | +22.0% |
| 30D | +6.4% | -13.4% | +19.8% | +11.3% |
| 3M | +13.2% | -31.2% | +44.4% | +28.0% |
| 6M | +84.8% | -28.3% | +113.1% | +104.5% |
| YTD | +12.4% | -53.0% | +65.4% | +45.5% |
| 1Y | +19.8% | -47.2% | +67.0% | +47.7% |
| 3Y | +83.8% | -1.5% | +85.3% | +34.2% |
| All | -74.8% | -91.7% | +16.9% | -68.0% |
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