-42.6%
UPST vs ES
-0.3%
-42.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -7.7% | +5.7% | -13.4% | -7.4% |
| 3M | -28.4% | -2.8% | -25.6% | -28.6% |
| 6M | -23.2% | +7.0% | -30.1% | -23.0% |
| YTD | -49.1% | +6.8% | -55.9% | -49.8% |
| All | -42.6% | -0.3% | -42.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling