+129.8%
UMC vs UPST
+2.1%
+127.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.4% |
| 7D | -9.2% | +4.4% | -13.6% | -9.4% |
| 30D | -35.1% | -7.7% | -27.5% | -34.7% |
| 3M | -20.5% | -28.4% | +8.0% | -18.3% |
| 6M | -1.7% | -23.2% | +21.4% | +0.3% |
| YTD | +92.8% | -49.1% | +141.9% | +100.8% |
| 1Y | +104.5% | -42.4% | +146.8% | +110.5% |
| 3Y | +129.8% | +5.4% | +124.5% | +112.7% |
| All | +129.8% | +2.1% | +127.8% | +112.7% |
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