-89.3%
UPST vs ES
-5.6%
-83.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | -3.5% | +0.3% | -3.8% | -3.7% |
| 30D | -7.1% | -2.0% | -5.2% | -6.5% |
| 3M | -13.1% | +1.7% | -14.8% | -14.0% |
| 6M | -1.1% | -3.5% | +2.4% | -0.3% |
| YTD | -35.9% | +7.9% | -43.8% | -38.8% |
| 1Y | -57.4% | +17.2% | -74.6% | -61.2% |
| 3Y | -14.9% | +29.3% | -44.2% | -30.5% |
| All | -89.3% | -5.6% | -83.7% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling