-4.8%
UPST vs CASY
+341.4%
-346.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -7.1% | -11.3% | +4.2% | -2.6% |
| 3M | -13.1% | -0.6% | -12.4% | -15.9% |
| 6M | -1.1% | +10.7% | -11.8% | -11.0% |
| YTD | -35.9% | +37.1% | -73.0% | -49.2% |
| 1Y | -57.4% | +52.3% | -109.7% | -68.7% |
| 3Y | -14.9% | +215.2% | -230.1% | -61.2% |
| 5Y | -88.7% | +276.5% | -365.1% | -95.5% |
| All | -4.8% | +341.4% | -346.3% | -72.8% |
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