-92.8%
UPST vs EXEL
+289.1%
-381.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.6% | -6.3% |
| 7D | -13.5% | +1.6% | -15.1% | -14.0% |
| 30D | -19.6% | +17.4% | -37.0% | -25.1% |
| 3M | -34.2% | +38.6% | -72.8% | -43.1% |
| 6M | -31.2% | +41.2% | -72.4% | -41.4% |
| YTD | -56.2% | +59.3% | -115.6% | -65.4% |
| 1Y | -51.7% | +60.2% | -111.9% | -61.9% |
| 3Y | -8.2% | +232.6% | -240.8% | -58.5% |
| 5Y | -92.8% | +285.9% | -378.6% | -97.2% |
| All | -92.8% | +289.1% | -381.8% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling