-42.6%
UPST vs ALK
-4.9%
-37.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.4% | -2.3% |
| 7D | +4.4% | +8.9% | -4.5% | -0.5% |
| 30D | -7.7% | +5.9% | -13.6% | -11.0% |
| 3M | -28.4% | -16.5% | -11.9% | -21.1% |
| 6M | -23.2% | +2.1% | -25.3% | -25.2% |
| YTD | -49.1% | -17.1% | -32.0% | -41.7% |
| All | -42.6% | -4.9% | -37.7% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling