-10.4%
UPST vs EXEL
+230.5%
-240.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -10.6% | -0.8% | -9.8% | -10.3% |
| 30D | -14.0% | +13.1% | -27.1% | -17.6% |
| 3M | -36.8% | +36.3% | -73.2% | -43.3% |
| 6M | -27.5% | +34.5% | -62.1% | -34.8% |
| YTD | -55.3% | +57.4% | -112.7% | -62.6% |
| 1Y | -47.5% | +62.9% | -110.5% | -56.9% |
| 3Y | -10.4% | +229.5% | -240.0% | -61.6% |
| All | -10.4% | +230.5% | -240.9% | -61.6% |
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