+207.2%
UMC vs UPST
-56.5%
+263.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.8% |
| 7D | +5.0% | -3.5% | +8.5% | +5.4% |
| 30D | +7.7% | -7.1% | +14.8% | +8.5% |
| 3M | +1.7% | -13.1% | +14.7% | +3.3% |
| 6M | +113.9% | -1.1% | +115.0% | +114.4% |
| YTD | +168.9% | -35.9% | +204.8% | +169.5% |
| 1Y | +207.2% | -57.4% | +264.6% | +207.0% |
| All | +207.2% | -56.5% | +263.7% | +207.0% |
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