-2.2%
UPST vs ARWR
+81.3%
-83.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.1% |
| 7D | -4.5% | -17.7% | +13.2% | +1.0% |
| 30D | -15.3% | -21.9% | +6.6% | -8.9% |
| 3M | -32.4% | -44.5% | +12.1% | -19.3% |
| 6M | -29.5% | -32.6% | +3.1% | -22.0% |
| YTD | -53.3% | -26.2% | -27.1% | -50.5% |
| 1Y | -47.4% | +23.0% | -70.3% | -54.0% |
| 3Y | -2.2% | +81.8% | -84.0% | -37.6% |
| All | -2.2% | +81.3% | -83.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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