-25.3%
UPST vs CASY
+154.1%
-179.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -4.9% | +1.1% | -6.0% | -5.2% |
| 30D | -8.9% | +8.7% | -17.6% | -11.0% |
| 3M | -26.3% | -17.3% | -9.0% | -22.8% |
| 6M | -23.7% | -19.7% | -4.0% | -19.9% |
| YTD | -49.9% | +24.8% | -74.8% | -58.2% |
| 1Y | -42.0% | +31.9% | -73.9% | -53.2% |
| 3Y | -25.3% | +155.4% | -180.7% | -58.5% |
| All | -25.3% | +154.1% | -179.4% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling