+115.0%
UMC vs UPST
-48.7%
+163.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.4% | -11.5% | -3.2% |
| 7D | -14.7% | -3.1% | -11.5% | -14.3% |
| 30D | -32.9% | -4.0% | -28.9% | -32.5% |
| 3M | -22.2% | -22.9% | +0.7% | -19.5% |
| 6M | +25.9% | -27.1% | +53.0% | +29.9% |
| YTD | +107.9% | -46.5% | +154.5% | +109.4% |
| 1Y | +115.0% | -49.4% | +164.5% | +116.8% |
| All | +115.0% | -48.7% | +163.7% | +116.8% |
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