-60.5%
UPST vs EXEL
+52.8%
-113.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | -13.2% | +6.7% | -19.9% | -13.3% |
| 3M | -13.0% | +11.5% | -24.4% | -12.6% |
| 6M | -2.9% | +38.8% | -41.7% | -1.4% |
| YTD | -38.3% | +31.6% | -69.9% | -37.5% |
| 1Y | -60.5% | +53.0% | -113.5% | -59.7% |
| All | -60.5% | +52.8% | -113.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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