-4.8%
UPST vs EXPD
+122.4%
-127.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.5% |
| 7D | -3.5% | -1.1% | -2.4% | -2.5% |
| 30D | -7.1% | +4.1% | -11.2% | -10.8% |
| 3M | -13.1% | +17.9% | -31.0% | -26.7% |
| 6M | -1.1% | +29.2% | -30.3% | -26.0% |
| YTD | -35.9% | +27.4% | -63.2% | -52.3% |
| 1Y | -57.4% | +56.8% | -114.3% | -75.7% |
| 3Y | -14.9% | +68.0% | -82.9% | -57.6% |
| 5Y | -88.7% | +61.9% | -150.5% | -94.1% |
| All | -4.8% | +122.4% | -127.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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