-30.2%
UPST vs ALK
-17.7%
-12.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.6% |
| 7D | -12.1% | +2.6% | -14.6% | -13.8% |
| 30D | -13.4% | +7.8% | -21.2% | -18.9% |
| 3M | -31.2% | -15.2% | -16.0% | -23.3% |
| 6M | -28.3% | +5.0% | -33.4% | -33.5% |
| YTD | -53.0% | -18.4% | -34.6% | -48.2% |
| 1Y | -47.2% | -2.4% | -44.8% | -49.7% |
| 3Y | -1.5% | +19.8% | -21.2% | -29.2% |
| 5Y | -91.6% | -27.8% | -63.9% | -90.9% |
| All | -30.2% | -17.7% | -12.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling