+69.2%
ULTA vs UPST
-4.9%
+74.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.7% | +1.3% |
| 7D | +2.5% | -10.6% | +13.1% | +3.5% |
| 30D | +11.5% | -14.0% | +25.5% | +13.0% |
| 3M | +28.1% | -36.8% | +65.0% | +33.3% |
| 6M | +34.2% | -27.5% | +61.8% | +37.5% |
| YTD | +9.2% | -55.3% | +64.5% | +15.6% |
| 1Y | +23.7% | -47.5% | +71.3% | +29.0% |
| 3Y | +69.2% | -10.4% | +79.6% | +45.9% |
| All | +69.2% | -4.9% | +74.1% | +45.9% |
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