-89.3%
UPST vs ALLE
+13.7%
-103.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.9% |
| 7D | -3.5% | -0.2% | -3.3% | -3.2% |
| 30D | -7.1% | -6.8% | -0.3% | +1.7% |
| 3M | -13.1% | +21.0% | -34.1% | -33.6% |
| 6M | -1.1% | +1.1% | -2.2% | -6.1% |
| YTD | -35.9% | -0.5% | -35.3% | -39.5% |
| 1Y | -57.4% | -7.3% | -50.2% | -55.9% |
| 3Y | -14.9% | +42.3% | -57.1% | -55.6% |
| All | -89.3% | +13.7% | -103.1% | -92.8% |
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