-25.9%
UPS vs UPST
-13.8%
-12.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.0% |
| 7D | -2.9% | -3.5% | +0.7% | -2.6% |
| 30D | -3.5% | -7.1% | +3.6% | -3.0% |
| 3M | -5.7% | -13.1% | +7.4% | -4.9% |
| 6M | -4.4% | -1.1% | -3.3% | -4.9% |
| YTD | +8.0% | -35.9% | +43.9% | +10.4% |
| 1Y | +29.0% | -57.4% | +86.5% | +35.3% |
| All | -25.9% | -13.8% | -12.2% | -31.2% |
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