-4.8%
UPST vs CAPR
+122.2%
-127.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -3.5% | -2.0% | -1.6% | -3.5% |
| 30D | -7.1% | +139.2% | -146.3% | -12.1% |
| 3M | -13.1% | -66.4% | +53.3% | -11.4% |
| 6M | -1.1% | -63.1% | +62.0% | +0.1% |
| YTD | -35.9% | -67.4% | +31.6% | -34.8% |
| 1Y | -57.4% | +58.2% | -115.7% | -66.2% |
| 3Y | -14.9% | +42.2% | -57.1% | -47.2% |
| 5Y | -88.7% | +87.3% | -175.9% | -94.6% |
| All | -4.8% | +122.2% | -127.0% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling