-24.4%
UPST vs ALLY
+57.0%
-81.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -3.7% |
| 7D | -10.9% | -1.1% | -9.7% | -9.5% |
| 30D | -7.2% | +4.2% | -11.4% | -11.3% |
| 3M | -26.7% | -12.4% | -14.3% | -14.2% |
| 6M | -29.0% | -8.7% | -20.3% | -21.5% |
| YTD | -49.4% | -11.6% | -37.7% | -41.5% |
| 1Y | -47.0% | +0.2% | -47.1% | -47.1% |
| All | -24.4% | +57.0% | -81.5% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling