-57.4%
UPST vs CAPR
+48.7%
-106.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.5% | -2.0% | -1.6% | -3.5% |
| 30D | -7.1% | +139.2% | -146.3% | -8.6% |
| 3M | -13.1% | -66.4% | +53.3% | -12.5% |
| 6M | -1.1% | -63.1% | +62.0% | -0.6% |
| YTD | -35.9% | -67.4% | +31.6% | -35.5% |
| 1Y | -57.4% | +58.2% | -115.7% | -59.1% |
| All | -57.4% | +48.7% | -106.2% | -59.1% |
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