-91.6%
UPST vs ALK
-31.3%
-60.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.3% |
| 7D | -10.6% | -1.2% | -9.5% | -10.0% |
| 30D | -14.0% | +7.7% | -21.7% | -19.8% |
| 3M | -36.8% | -19.0% | -17.9% | -26.3% |
| 6M | -27.5% | -0.2% | -27.3% | -30.8% |
| YTD | -55.3% | -23.5% | -31.8% | -48.0% |
| 1Y | -47.5% | -9.1% | -38.4% | -48.0% |
| 3Y | -10.4% | +12.0% | -22.5% | -41.0% |
| All | -91.6% | -31.3% | -60.3% | -90.5% |
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