-4.8%
UPST vs ARWR
+12.2%
-17.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -3.5% | +1.7% | -5.2% | -4.2% |
| 30D | -7.1% | -0.7% | -6.5% | -6.9% |
| 3M | -13.1% | +14.9% | -28.0% | -19.8% |
| 6M | -1.1% | +32.6% | -33.7% | -15.2% |
| YTD | -35.9% | +30.0% | -65.9% | -45.2% |
| 1Y | -57.4% | +208.4% | -265.8% | -77.1% |
| 3Y | -14.9% | +208.8% | -223.7% | -62.1% |
| 5Y | -88.7% | +27.8% | -116.5% | -92.6% |
| All | -4.8% | +12.2% | -17.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling