-89.3%
UPST vs ALK
-25.3%
-64.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.9% |
| 7D | -3.5% | -0.7% | -2.9% | -3.0% |
| 30D | -7.1% | -19.2% | +12.1% | +9.7% |
| 3M | -13.1% | -1.5% | -11.6% | -14.1% |
| 6M | -1.1% | -13.1% | +12.0% | +5.0% |
| YTD | -35.9% | -16.4% | -19.4% | -29.7% |
| 1Y | -57.4% | -33.1% | -24.3% | -44.0% |
| 3Y | -14.9% | +0.6% | -15.5% | -32.1% |
| All | -89.3% | -25.3% | -64.1% | -88.3% |
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