-91.6%
UPST vs ES
+6.6%
-98.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -10.6% | +2.7% | -13.4% | -11.6% |
| 30D | -14.0% | +7.6% | -21.6% | -16.5% |
| 3M | -36.8% | +0.5% | -37.3% | -37.1% |
| 6M | -27.5% | +7.6% | -35.1% | -30.1% |
| YTD | -55.3% | +10.2% | -65.5% | -57.8% |
| 1Y | -47.5% | +1.8% | -49.4% | -48.9% |
| 3Y | -10.4% | +55.4% | -65.8% | -36.5% |
| All | -91.6% | +6.6% | -98.2% | -91.7% |
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