+35.9%
UL vs UPST
-4.9%
+40.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +1.1% |
| 7D | +1.1% | -10.6% | +11.8% | +1.2% |
| 30D | +4.5% | -14.0% | +18.5% | +4.5% |
| 3M | +6.5% | -36.8% | +43.3% | +6.6% |
| 6M | +18.2% | -27.5% | +45.7% | +18.3% |
| YTD | +4.7% | -55.3% | +60.0% | +4.9% |
| 1Y | +0.8% | -47.5% | +48.3% | +0.8% |
| 3Y | +35.9% | -10.4% | +46.3% | +33.8% |
| All | +35.9% | -4.9% | +40.8% | +33.8% |
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