-25.7%
UPST vs ALLE
+79.1%
-104.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.1% |
| 7D | -4.9% | -0.6% | -4.3% | -4.4% |
| 30D | -8.9% | +25.3% | -34.2% | -30.9% |
| 3M | -26.3% | +10.3% | -36.6% | -35.2% |
| 6M | -23.7% | +38.0% | -61.8% | -50.1% |
| YTD | -49.9% | +17.8% | -67.7% | -61.7% |
| 1Y | -42.0% | +13.6% | -55.6% | -53.5% |
| 3Y | -25.3% | +89.2% | -114.5% | -71.5% |
| 5Y | -93.4% | +51.1% | -144.5% | -96.4% |
| All | -25.7% | +79.1% | -104.9% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling