-49.4%
UPST vs EXR
+28.1%
-77.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.1% |
| 7D | -3.1% | +11.3% | -14.4% | -7.4% |
| 30D | -4.0% | +21.2% | -25.1% | -11.4% |
| 3M | -22.9% | +8.7% | -31.6% | -25.8% |
| 6M | -27.1% | +18.2% | -45.3% | -32.4% |
| YTD | -46.5% | +27.9% | -74.5% | -52.7% |
| 1Y | -49.4% | +28.3% | -77.8% | -55.8% |
| All | -49.4% | +28.1% | -77.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling