-24.5%
UPST vs CAPR
+132.9%
-157.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | +1.2% |
| 7D | +4.4% | +36.0% | -31.6% | +2.7% |
| 30D | -7.7% | +25.8% | -33.5% | -8.9% |
| 3M | -28.4% | +140.8% | -169.3% | -32.5% |
| 6M | -23.2% | -67.6% | +44.4% | -21.8% |
| YTD | -49.1% | -65.9% | +16.8% | -48.6% |
| 1Y | -42.4% | +66.1% | -108.5% | -54.1% |
| 3Y | +5.4% | +256.9% | -251.5% | -45.6% |
| 5Y | -92.9% | +172.1% | -265.0% | -96.9% |
| All | -24.5% | +132.9% | -157.4% | -67.1% |
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 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