-93.5%
UPST vs ALLE
+49.9%
-143.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | 0.0% |
| 7D | -4.9% | -0.6% | -4.3% | -4.4% |
| 30D | -8.9% | +25.3% | -34.2% | -32.3% |
| 3M | -26.3% | +10.3% | -36.6% | -35.8% |
| 6M | -23.7% | +38.0% | -61.8% | -51.8% |
| YTD | -49.9% | +17.8% | -67.7% | -62.5% |
| 1Y | -42.0% | +13.6% | -55.6% | -54.4% |
| 3Y | -25.3% | +89.2% | -114.5% | -75.2% |
| All | -93.5% | +49.9% | -143.4% | -96.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling