-4.8%
UPST vs EXEL
+184.4%
-189.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | +8.4% | -11.9% | -6.9% |
| 30D | -7.1% | +4.1% | -11.2% | -8.9% |
| 3M | -13.1% | +12.4% | -25.5% | -17.6% |
| 6M | -1.1% | +41.5% | -42.6% | -16.7% |
| YTD | -35.9% | +34.6% | -70.5% | -45.0% |
| 1Y | -57.4% | +57.9% | -115.3% | -66.8% |
| 3Y | -14.9% | +159.5% | -174.4% | -52.9% |
| 5Y | -88.7% | +198.5% | -287.1% | -94.3% |
| All | -4.8% | +184.4% | -189.2% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling