+102.6%
ULTA vs UPST
-1.6%
+104.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +2.0% |
| 7D | -3.1% | -8.8% | +5.7% | -2.5% |
| 30D | +2.8% | -12.1% | +14.9% | +3.6% |
| 3M | +14.8% | -19.5% | +34.3% | +16.2% |
| 6M | -16.2% | -6.8% | -9.4% | -16.2% |
| YTD | -9.6% | -41.5% | +31.9% | -7.3% |
| 1Y | +4.8% | -58.9% | +63.6% | +9.4% |
| 3Y | +30.7% | -15.2% | +45.8% | +25.0% |
| 5Y | +45.9% | -90.5% | +136.4% | +41.0% |
| All | +102.6% | -1.6% | +104.1% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling