-47.4%
UPST vs CAPR
+47.8%
-95.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.9% | +1.7% | -8.1% |
| 7D | -4.5% | +7.6% | -12.1% | -4.6% |
| 30D | -15.3% | +13.3% | -28.6% | -15.5% |
| 3M | -32.4% | +130.4% | -162.8% | -33.5% |
| 6M | -29.5% | -70.8% | +41.3% | -29.0% |
| YTD | -53.3% | -69.3% | +15.9% | -53.1% |
| 1Y | -47.4% | +59.5% | -106.9% | -49.6% |
| All | -47.4% | +47.8% | -95.2% | -49.6% |
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