-11.7%
UPST vs EXEL
+164.9%
-176.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | +8.4% | -11.9% | -6.2% |
| 30D | -7.1% | +4.1% | -11.2% | -8.5% |
| 3M | -13.1% | +12.4% | -25.5% | -16.7% |
| 6M | -1.1% | +41.5% | -42.6% | -14.0% |
| YTD | -35.9% | +34.6% | -70.5% | -43.4% |
| 1Y | -57.4% | +57.9% | -115.3% | -65.5% |
| All | -11.7% | +164.9% | -176.6% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling