+4.8%
ULTA vs UPST
-59.3%
+64.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.9% |
| 7D | -3.1% | -8.8% | +5.7% | -2.1% |
| 30D | +2.8% | -12.1% | +14.9% | +4.2% |
| 3M | +14.8% | -19.5% | +34.3% | +17.0% |
| 6M | -16.2% | -6.8% | -9.4% | -16.1% |
| YTD | -9.6% | -41.5% | +31.9% | -6.2% |
| 1Y | +4.8% | -58.9% | +63.6% | +11.5% |
| All | +4.8% | -59.3% | +64.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling