-92.8%
UPST vs CAPR
+192.6%
-285.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.7% | +1.9% | -6.5% |
| 7D | -13.5% | +19.1% | -32.6% | -14.3% |
| 30D | -19.6% | +48.8% | -68.5% | -21.2% |
| 3M | -34.2% | +144.4% | -178.6% | -37.4% |
| 6M | -31.2% | -67.5% | +36.3% | -30.2% |
| YTD | -56.2% | -64.5% | +8.3% | -55.9% |
| 1Y | -51.7% | +74.4% | -126.1% | -59.9% |
| 3Y | -8.2% | +265.7% | -274.0% | -47.3% |
| 5Y | -92.8% | +196.0% | -288.7% | -96.9% |
| All | -92.8% | +192.6% | -285.3% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling