-32.7%
UPS vs UPST
-92.5%
+59.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | +3.8% | -10.6% | +14.4% | +4.6% |
| 30D | +17.4% | -14.0% | +31.3% | +18.5% |
| 3M | +8.2% | -36.8% | +45.0% | +11.6% |
| 6M | +17.9% | -27.5% | +45.5% | +20.2% |
| YTD | +18.7% | -55.3% | +74.0% | +24.2% |
| 1Y | +24.8% | -47.5% | +72.4% | +29.0% |
| 3Y | -4.5% | -10.4% | +5.9% | -9.7% |
| All | -32.7% | -92.5% | +59.8% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling