+32.9%
UL vs UPST
-92.3%
+125.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | -0.1% |
| 7D | +2.6% | -4.5% | +7.1% | +2.6% |
| 30D | +6.8% | -15.3% | +22.1% | +7.0% |
| 3M | +5.7% | -32.4% | +38.2% | +6.2% |
| 6M | +15.9% | -29.5% | +45.4% | +16.3% |
| YTD | +4.3% | -53.3% | +57.6% | +5.0% |
| 1Y | -0.4% | -47.4% | +46.9% | +0.1% |
| 3Y | +35.0% | -2.2% | +37.2% | +31.9% |
| All | +32.9% | -92.3% | +125.2% | +33.6% |
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