-49.4%
UPST vs CAPR
+47.4%
-96.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.2% | +9.3% |
| 7D | -3.1% | +43.2% | -46.3% | -3.7% |
| 30D | -4.0% | +14.7% | -18.6% | -4.2% |
| 3M | -22.9% | +113.9% | -136.8% | -24.0% |
| 6M | -27.1% | -73.4% | +46.3% | -26.5% |
| YTD | -46.5% | -69.1% | +22.6% | -46.3% |
| 1Y | -49.4% | +47.2% | -96.6% | -52.1% |
| All | -49.4% | +47.4% | -96.9% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling