-33.6%
UPST vs ALK
-22.8%
-10.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.2% |
| 7D | -10.6% | -1.2% | -9.5% | -10.0% |
| 30D | -14.0% | +7.7% | -21.7% | -19.3% |
| 3M | -36.8% | -19.0% | -17.9% | -27.2% |
| 6M | -27.5% | -0.2% | -27.3% | -30.2% |
| YTD | -55.3% | -23.5% | -31.8% | -48.3% |
| 1Y | -47.5% | -9.1% | -38.4% | -47.3% |
| 3Y | -10.4% | +12.0% | -22.5% | -32.4% |
| 5Y | -92.6% | -30.9% | -61.7% | -91.5% |
| All | -33.6% | -22.8% | -10.8% | -34.6% |
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