-42.6%
UPST vs CAPR
+64.2%
-106.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.8% | +1.5% |
| 7D | +4.4% | +36.0% | -31.6% | +3.9% |
| 30D | -7.7% | +25.8% | -33.5% | -8.1% |
| 3M | -28.4% | +140.8% | -169.3% | -29.6% |
| 6M | -23.2% | -67.6% | +44.4% | -22.7% |
| YTD | -49.1% | -65.9% | +16.8% | -49.0% |
| All | -42.6% | +64.2% | -106.8% | -45.2% |
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