-92.8%
UPST vs ALK
-31.3%
-61.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.0% | -3.0% |
| 7D | -13.5% | +0.9% | -14.4% | -14.3% |
| 30D | -19.6% | +3.3% | -22.9% | -22.5% |
| 3M | -34.2% | -17.6% | -16.6% | -24.2% |
| 6M | -31.2% | +0.8% | -32.0% | -34.8% |
| YTD | -56.2% | -22.4% | -33.8% | -49.6% |
| 1Y | -51.7% | -10.1% | -41.6% | -51.5% |
| 3Y | -8.2% | +14.0% | -22.2% | -40.4% |
| 5Y | -92.8% | -29.8% | -62.9% | -91.9% |
| All | -92.8% | -31.3% | -61.5% | -91.9% |
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