-91.6%
UPST vs ALLY
-10.0%
-81.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.1% |
| 7D | -10.6% | +0.4% | -11.0% | -10.8% |
| 30D | -14.0% | +5.2% | -19.2% | -18.8% |
| 3M | -36.8% | -13.3% | -23.5% | -24.4% |
| 6M | -27.5% | -6.7% | -20.9% | -21.1% |
| YTD | -55.3% | -12.8% | -42.4% | -47.3% |
| 1Y | -47.5% | +0.7% | -48.2% | -48.2% |
| 3Y | -10.4% | +65.2% | -75.7% | -52.3% |
| All | -91.6% | -10.0% | -81.6% | -89.0% |
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