-31.2%
UPST vs ARWR
-38.7%
+7.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.5% | -2.4% | -5.7% |
| 7D | -13.5% | -17.9% | +4.4% | -9.5% |
| 30D | -19.6% | -18.9% | -0.8% | -15.4% |
| 3M | -34.2% | -46.0% | +11.8% | -23.2% |
| 6M | -31.2% | -40.3% | +9.1% | -20.8% |
| All | -31.2% | -38.7% | +7.5% | -20.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling