-30.7%
UPST vs ALLY
+31.9%
-62.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.0% | -5.8% |
| 7D | -4.5% | -0.7% | -3.8% | -3.4% |
| 30D | -15.3% | +1.1% | -16.5% | -16.0% |
| 3M | -32.4% | -13.2% | -19.3% | -20.5% |
| 6M | -29.5% | -13.5% | -16.1% | -17.1% |
| YTD | -53.3% | -14.3% | -39.0% | -44.5% |
| 1Y | -47.4% | -1.1% | -46.2% | -46.5% |
| 3Y | -2.2% | +62.0% | -64.2% | -40.4% |
| 5Y | -92.0% | -9.6% | -82.4% | -90.9% |
| All | -30.7% | +31.9% | -62.7% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling