-42.0%
UPST vs ALLE
+13.1%
-55.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -8.9% | +25.3% | -34.2% | -15.1% |
| 3M | -26.3% | +10.3% | -36.6% | -28.7% |
| 6M | -23.7% | +38.0% | -61.8% | -30.3% |
| YTD | -49.9% | +17.8% | -67.7% | -55.6% |
| 1Y | -42.0% | +13.6% | -55.6% | -46.2% |
| All | -42.0% | +13.1% | -55.1% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling