-71.6%
U vs UPST
+7.9%
-79.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -3.8% | -3.5% | -0.3% | -2.8% |
| 30D | +17.5% | -7.1% | +24.6% | +19.6% |
| 3M | +38.7% | -13.1% | +51.8% | +43.6% |
| 6M | +104.4% | -1.1% | +105.5% | +102.7% |
| YTD | -5.7% | -35.9% | +30.2% | +6.6% |
| 1Y | +3.7% | -57.4% | +61.1% | +29.4% |
| 3Y | +12.3% | -14.9% | +27.2% | -2.8% |
| 5Y | -68.8% | -88.7% | +19.8% | -70.2% |
| All | -71.6% | +7.9% | -79.5% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling