-16.8%
UPST vs BOXX
+14.6%
-31.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -12.0% | 0.0% | -12.0% | -12.2% |
| 30D | -16.0% | +0.3% | -16.3% | -17.6% |
| 3M | -17.2% | +1.0% | -18.1% | -22.8% |
| 6M | -10.9% | +1.9% | -12.8% | -23.3% |
| YTD | -42.6% | +2.6% | -45.2% | -53.1% |
| 1Y | -59.8% | +4.0% | -63.8% | -69.6% |
| All | -16.8% | +14.6% | -31.4% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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