+253.0%
UMC vs UPST
-14.8%
+267.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.8% | +8.9% | +5.4% |
| 7D | +6.6% | -1.5% | +8.1% | +6.7% |
| 30D | +16.6% | -13.2% | +29.8% | +17.9% |
| 3M | +11.0% | -13.0% | +24.0% | +12.3% |
| 6M | +131.3% | -2.9% | +134.2% | +131.2% |
| YTD | +182.5% | -38.3% | +220.8% | +190.4% |
| 1Y | +222.3% | -60.5% | +282.7% | +241.8% |
| 3Y | +253.0% | -11.7% | +264.8% | +221.0% |
| All | +253.0% | -14.8% | +267.8% | +221.0% |
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 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