-30.7%
UPST vs CASY
+308.2%
-338.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.6% |
| 7D | -4.5% | +5.0% | -9.5% | -6.4% |
| 30D | -15.3% | +8.2% | -23.5% | -18.2% |
| 3M | -32.4% | -18.2% | -14.3% | -27.2% |
| 6M | -29.5% | -18.6% | -10.9% | -25.6% |
| YTD | -53.3% | +26.8% | -80.1% | -62.1% |
| 1Y | -47.4% | +31.6% | -79.0% | -58.4% |
| 3Y | -2.2% | +156.5% | -158.7% | -50.2% |
| 5Y | -92.0% | +258.6% | -350.7% | -96.8% |
| All | -30.7% | +308.2% | -338.9% | -79.7% |
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