-22.6%
UPS vs UPST
+7.9%
-30.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -1.1% |
| 7D | -2.9% | -3.5% | +0.7% | -2.7% |
| 30D | -3.5% | -7.1% | +3.6% | -3.2% |
| 3M | -5.7% | -13.1% | +7.4% | -5.1% |
| 6M | -4.4% | -1.1% | -3.3% | -4.7% |
| YTD | +8.0% | -35.9% | +43.9% | +9.8% |
| 1Y | +29.0% | -57.4% | +86.5% | +33.6% |
| 3Y | -27.7% | -14.9% | -12.8% | -30.5% |
| 5Y | -34.3% | -88.7% | +54.3% | -37.4% |
| All | -22.6% | +7.9% | -30.5% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling