-33.6%
UPST vs CAPR
+125.3%
-158.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.9% | +9.1% | +2.5% |
| 7D | -10.6% | +5.9% | -16.5% | -11.0% |
| 30D | -14.0% | +44.6% | -58.6% | -15.8% |
| 3M | -36.8% | +126.4% | -163.2% | -40.3% |
| 6M | -27.5% | -68.6% | +41.1% | -26.2% |
| YTD | -55.3% | -67.0% | +11.7% | -54.8% |
| 1Y | -47.5% | +65.2% | -112.7% | -58.3% |
| 3Y | -10.4% | +235.6% | -246.0% | -53.4% |
| 5Y | -92.6% | +175.4% | -268.0% | -96.8% |
| All | -33.6% | +125.3% | -158.9% | -71.1% |
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