-35.0%
UPST vs ALLY
+33.1%
-68.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.2% | -6.1% |
| 7D | -13.5% | -2.1% | -11.4% | -11.2% |
| 30D | -19.6% | +2.0% | -21.6% | -21.0% |
| 3M | -34.2% | -13.3% | -20.9% | -22.4% |
| 6M | -31.2% | -9.9% | -21.4% | -22.6% |
| YTD | -56.2% | -13.5% | -42.7% | -48.5% |
| 1Y | -51.7% | -2.8% | -48.9% | -49.9% |
| 3Y | -8.2% | +63.4% | -71.7% | -44.6% |
| 5Y | -92.8% | -10.9% | -81.9% | -91.8% |
| All | -35.0% | +33.1% | -68.1% | +4.6% |
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