-24.4%
UPST vs ALK
+15.2%
-39.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -3.3% |
| 7D | -10.9% | +7.1% | -17.9% | -14.9% |
| 30D | -7.2% | -3.0% | -4.2% | -5.9% |
| 3M | -26.7% | -25.6% | -1.0% | -12.7% |
| 6M | -29.0% | +0.5% | -29.5% | -31.3% |
| YTD | -49.4% | -23.1% | -26.3% | -42.2% |
| 1Y | -47.0% | -7.5% | -39.4% | -46.4% |
| All | -24.4% | +15.2% | -39.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling