-24.5%
UPST vs ALLY
+34.9%
-59.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.9% |
| 30D | -7.7% | +3.4% | -11.1% | -10.9% |
| 3M | -28.4% | -11.1% | -17.4% | -18.2% |
| 6M | -23.2% | -11.5% | -11.7% | -12.0% |
| YTD | -49.1% | -12.3% | -36.8% | -41.2% |
| 1Y | -42.4% | +1.1% | -43.5% | -43.0% |
| 3Y | +5.4% | +64.8% | -59.5% | -37.1% |
| 5Y | -92.9% | -6.9% | -86.0% | -92.2% |
| All | -24.5% | +34.9% | -59.4% | +19.4% |
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