-42.6%
UPST vs ALLY
+0.5%
-43.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.8% |
| 30D | -7.7% | +3.4% | -11.1% | -10.7% |
| 3M | -28.4% | -11.1% | -17.4% | -18.9% |
| 6M | -23.2% | -11.5% | -11.7% | -12.8% |
| YTD | -49.1% | -12.3% | -36.8% | -38.4% |
| All | -42.6% | +0.5% | -43.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling