-92.9%
UPST vs ALLY
-6.7%
-86.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.5% |
| 7D | +4.4% | -0.2% | +4.6% | +4.9% |
| 30D | -7.7% | +3.4% | -11.1% | -11.2% |
| 3M | -28.4% | -11.1% | -17.4% | -17.2% |
| 6M | -23.2% | -11.5% | -11.7% | -11.0% |
| YTD | -49.1% | -12.3% | -36.8% | -40.6% |
| 1Y | -42.4% | +1.1% | -43.5% | -43.5% |
| 3Y | +5.4% | +64.8% | -59.5% | -43.7% |
| 5Y | -92.9% | -6.9% | -86.0% | -90.9% |
| All | -92.9% | -6.7% | -86.2% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling