-16.3%
UPST vs ALLE
+42.6%
-58.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.3% |
| 30D | -7.1% | -6.8% | -0.3% | -0.8% |
| 3M | -13.1% | +21.0% | -34.1% | -28.2% |
| 6M | -1.1% | +1.1% | -2.2% | -3.0% |
| YTD | -35.9% | -0.5% | -35.3% | -37.8% |
| 1Y | -57.4% | -7.3% | -50.2% | -55.2% |
| All | -16.3% | +42.6% | -58.8% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling