-24.4%
UPST vs ALLE
+90.7%
-115.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -3.0% |
| 7D | -10.9% | 0.0% | -10.9% | -10.9% |
| 30D | -7.2% | +20.6% | -27.8% | -21.2% |
| 3M | -26.7% | +11.4% | -38.1% | -33.3% |
| 6M | -29.0% | +42.5% | -71.5% | -48.8% |
| YTD | -49.4% | +18.9% | -68.3% | -57.9% |
| 1Y | -47.0% | +14.2% | -61.1% | -53.8% |
| All | -24.4% | +90.7% | -115.1% | -72.4% |
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