-16.3%
UPST vs ES
+29.7%
-46.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.5% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | -7.1% | -2.0% | -5.2% | -6.8% |
| 3M | -13.1% | +1.7% | -14.8% | -13.6% |
| 6M | -1.1% | -3.5% | +2.4% | -0.6% |
| YTD | -35.9% | +7.9% | -43.8% | -37.6% |
| 1Y | -57.4% | +17.2% | -74.6% | -59.7% |
| All | -16.3% | +29.7% | -46.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling