+111.3%
UPST vs BOXX
+18.4%
+92.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.5% |
| 30D | -14.3% | +0.3% | -14.6% | -16.4% |
| 3M | -16.6% | +1.0% | -17.6% | -23.1% |
| 6M | -7.3% | +1.9% | -9.2% | -21.7% |
| YTD | -40.8% | +2.6% | -43.4% | -52.9% |
| 1Y | -62.4% | +4.0% | -66.4% | -72.9% |
| 3Y | -15.3% | +14.6% | -29.9% | -71.5% |
| All | +111.3% | +18.4% | +92.9% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling