-73.3%
U vs UPST
-92.5%
+19.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.5% |
| 7D | +2.6% | -10.6% | +13.2% | +6.6% |
| 30D | +27.6% | -14.0% | +41.5% | +33.4% |
| 3M | +15.3% | -36.8% | +52.2% | +34.5% |
| 6M | +96.4% | -27.5% | +123.9% | +116.4% |
| YTD | +19.6% | -55.3% | +74.8% | +57.5% |
| 1Y | +42.1% | -47.5% | +89.7% | +75.6% |
| 3Y | +87.5% | -10.4% | +98.0% | +41.5% |
| All | -73.3% | -92.5% | +19.2% | -65.3% |
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