-25.7%
UPST vs CAPR
+112.8%
-138.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.4% |
| 7D | -4.9% | +41.1% | -46.0% | -6.7% |
| 30D | -8.9% | +11.1% | -20.0% | -9.5% |
| 3M | -26.3% | +115.3% | -141.6% | -30.1% |
| 6M | -23.7% | -73.8% | +50.1% | -21.5% |
| YTD | -49.9% | -68.8% | +18.9% | -49.2% |
| 1Y | -42.0% | +43.3% | -85.3% | -53.1% |
| 3Y | -25.3% | +214.7% | -240.0% | -60.9% |
| 5Y | -93.4% | +141.3% | -234.7% | -97.1% |
| All | -25.7% | +112.8% | -138.5% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling