-92.0%
UPST vs ALK
-28.6%
-63.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.4% | -7.9% | -8.0% |
| 7D | -4.5% | +12.9% | -17.4% | -13.4% |
| 30D | -15.3% | +5.5% | -20.8% | -19.8% |
| 3M | -32.4% | -12.1% | -20.3% | -26.2% |
| 6M | -29.5% | +1.7% | -31.2% | -33.6% |
| YTD | -53.3% | -17.4% | -35.9% | -49.0% |
| 1Y | -47.4% | -1.9% | -45.4% | -50.8% |
| 3Y | -2.2% | +21.2% | -23.5% | -39.4% |
| 5Y | -92.0% | -27.8% | -64.2% | -91.5% |
| All | -92.0% | -28.6% | -63.4% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling