-14.8%
UPST vs CHD
+16.5%
-31.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -3.1% |
| 7D | -12.0% | -4.7% | -7.3% | -12.2% |
| 30D | -16.0% | -8.3% | -7.7% | -16.4% |
| 3M | -17.2% | -4.0% | -13.1% | -17.3% |
| 6M | -10.9% | -6.5% | -4.3% | -11.0% |
| YTD | -42.6% | +13.1% | -55.7% | -42.3% |
| 1Y | -59.8% | +2.3% | -62.1% | -59.9% |
| 3Y | -17.9% | +1.8% | -19.7% | -18.6% |
| 5Y | -90.7% | +20.6% | -111.3% | -90.9% |
| All | -14.8% | +16.5% | -31.3% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling