-59.8%
UPST vs EVRG
+18.2%
-78.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.0% |
| 7D | -12.0% | -0.7% | -11.3% | -12.2% |
| 30D | -16.0% | 0.0% | -16.0% | -16.0% |
| 3M | -17.2% | -1.0% | -16.2% | -17.1% |
| 6M | -10.9% | +1.0% | -11.8% | -10.1% |
| YTD | -42.6% | +15.1% | -57.7% | -40.3% |
| 1Y | -59.8% | +17.6% | -77.4% | -52.4% |
| All | -59.8% | +18.2% | -78.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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