-51.7%
UPST vs EVRG
+18.7%
-70.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -13.5% | +1.0% | -14.5% | -13.2% |
| 30D | -19.6% | +7.5% | -27.1% | -17.3% |
| 3M | -34.2% | +6.8% | -41.0% | -32.4% |
| 6M | -31.2% | +7.7% | -39.0% | -28.7% |
| YTD | -56.2% | +24.9% | -81.1% | -53.2% |
| 1Y | -51.7% | +18.1% | -69.8% | -45.0% |
| All | -51.7% | +18.7% | -70.4% | -45.0% |
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