-25.7%
UPST vs CASY
+301.9%
-327.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -4.9% | +1.1% | -6.0% | -5.3% |
| 30D | -8.9% | +8.7% | -17.6% | -12.1% |
| 3M | -26.3% | -17.3% | -9.0% | -21.0% |
| 6M | -23.7% | -19.7% | -4.0% | -19.0% |
| YTD | -49.9% | +24.8% | -74.8% | -59.0% |
| 1Y | -42.0% | +31.9% | -73.9% | -54.3% |
| 3Y | -25.3% | +155.4% | -180.7% | -62.0% |
| 5Y | -93.4% | +250.6% | -344.0% | -97.3% |
| All | -25.7% | +301.9% | -327.6% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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