-30.7%
UPST vs CAPR
+109.7%
-140.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.9% | +1.7% | -7.8% |
| 7D | -4.5% | +7.6% | -12.1% | -4.8% |
| 30D | -15.3% | +13.3% | -28.6% | -16.0% |
| 3M | -32.4% | +130.4% | -162.8% | -36.1% |
| 6M | -29.5% | -70.8% | +41.3% | -27.8% |
| YTD | -53.3% | -69.3% | +15.9% | -52.6% |
| 1Y | -47.4% | +59.5% | -106.9% | -58.3% |
| 3Y | -2.2% | +216.8% | -219.0% | -49.0% |
| 5Y | -92.0% | +152.7% | -244.8% | -96.6% |
| All | -30.7% | +109.7% | -140.4% | -69.7% |
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