-34.5%
UPS vs UPST
-93.6%
+59.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.3% | -2.4% |
| 7D | 0.0% | -4.9% | +5.0% | +0.4% |
| 30D | +17.3% | -8.9% | +26.2% | +18.0% |
| 3M | +6.6% | -26.3% | +32.9% | +8.7% |
| 6M | +12.0% | -23.7% | +35.7% | +13.7% |
| YTD | +14.4% | -49.9% | +64.3% | +18.7% |
| 1Y | +23.3% | -42.0% | +65.3% | +26.5% |
| 3Y | -9.6% | -25.3% | +15.7% | -13.6% |
| All | -34.5% | -93.6% | +59.1% | -36.6% |
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