-4.8%
UPST vs ALLE
+51.3%
-56.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.2% |
| 30D | -7.1% | -6.8% | -0.3% | +1.2% |
| 3M | -13.1% | +21.0% | -34.1% | -32.5% |
| 6M | -1.1% | +1.1% | -2.2% | -5.7% |
| YTD | -35.9% | -0.5% | -35.3% | -39.1% |
| 1Y | -57.4% | -7.3% | -50.2% | -55.9% |
| 3Y | -14.9% | +42.3% | -57.1% | -52.1% |
| 5Y | -88.7% | +13.5% | -102.1% | -92.0% |
| All | -4.8% | +51.3% | -56.1% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling