-33.6%
UPST vs ALLE
+85.5%
-119.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.0% |
| 7D | -10.6% | +3.6% | -14.2% | -14.1% |
| 30D | -14.0% | +25.9% | -39.9% | -35.0% |
| 3M | -36.8% | +15.8% | -52.6% | -47.4% |
| 6M | -27.5% | +48.1% | -75.6% | -56.4% |
| YTD | -55.3% | +22.0% | -77.2% | -67.1% |
| 1Y | -47.5% | +18.0% | -65.6% | -59.8% |
| 3Y | -10.4% | +93.1% | -103.5% | -66.3% |
| 5Y | -92.6% | +52.1% | -144.7% | -96.1% |
| All | -33.6% | +85.5% | -119.1% | -73.1% |
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