+109.0%
ULTA vs UPST
+7.9%
+101.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +9.0% | -3.5% | +12.6% | +9.2% |
| 30D | +4.6% | -7.1% | +11.7% | +5.0% |
| 3M | +22.0% | -13.1% | +35.0% | +22.8% |
| 6M | -14.7% | -1.1% | -13.6% | -15.1% |
| YTD | -6.8% | -35.9% | +29.1% | -4.9% |
| 1Y | +6.5% | -57.4% | +64.0% | +11.0% |
| 3Y | +35.6% | -14.9% | +50.5% | +29.5% |
| 5Y | +47.6% | -88.7% | +136.3% | +41.8% |
| All | +109.0% | +7.9% | +101.1% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling