+236.1%
UMC vs UPST
-62.0%
+298.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.5% |
| 7D | +13.6% | -8.1% | +21.7% | +14.8% |
| 30D | +20.8% | -14.3% | +35.1% | +23.0% |
| 3M | +16.1% | -16.6% | +32.8% | +18.7% |
| 6M | +137.3% | -7.3% | +144.6% | +140.1% |
| YTD | +193.8% | -40.8% | +234.6% | +197.5% |
| 1Y | +236.1% | -62.4% | +298.5% | +241.1% |
| All | +236.1% | -62.0% | +298.1% | +241.1% |
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