-25.7%
UPST vs ALK
-21.9%
-3.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.6% |
| 7D | -4.9% | +9.0% | -14.0% | -11.4% |
| 30D | -8.9% | -1.6% | -7.2% | -8.5% |
| 3M | -26.3% | -23.2% | -3.1% | -11.6% |
| 6M | -23.7% | -3.9% | -19.9% | -24.3% |
| YTD | -49.9% | -22.6% | -27.4% | -42.6% |
| 1Y | -42.0% | -5.3% | -36.7% | -43.5% |
| 3Y | -25.3% | +18.6% | -43.9% | -46.8% |
| 5Y | -93.4% | -34.4% | -59.0% | -92.4% |
| All | -25.7% | -21.9% | -3.9% | -27.4% |
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