-42.0%
UPST vs EXR
+26.1%
-68.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -4.9% | +5.2% | -10.1% | -6.7% |
| 30D | -8.9% | +20.9% | -29.7% | -15.6% |
| 3M | -26.3% | +7.7% | -34.0% | -28.8% |
| 6M | -23.7% | +13.2% | -36.9% | -27.7% |
| YTD | -49.9% | +26.5% | -76.4% | -55.1% |
| 1Y | -42.0% | +27.2% | -69.2% | -48.6% |
| All | -42.0% | +26.1% | -68.1% | -48.6% |
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