-47.5%
UPST vs ALK
-10.2%
-37.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.0% |
| 7D | -10.6% | -1.2% | -9.5% | -10.1% |
| 30D | -14.0% | +7.7% | -21.7% | -17.8% |
| 3M | -36.8% | -19.0% | -17.9% | -29.2% |
| 6M | -27.5% | -0.2% | -27.3% | -28.6% |
| YTD | -55.3% | -23.5% | -31.8% | -46.3% |
| 1Y | -47.5% | -9.1% | -38.4% | -45.5% |
| All | -47.5% | -10.2% | -37.3% | -45.5% |
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 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