-16.3%
UPST vs EXR
+22.7%
-39.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.8% |
| 7D | -3.5% | -2.6% | -1.0% | -1.7% |
| 30D | -7.1% | -7.2% | +0.1% | -2.0% |
| 3M | -13.1% | -3.5% | -9.6% | -11.2% |
| 6M | -1.1% | -5.3% | +4.2% | +2.1% |
| YTD | -35.9% | +9.4% | -45.2% | -41.2% |
| 1Y | -57.4% | +1.3% | -58.7% | -58.8% |
| All | -16.3% | +22.7% | -39.0% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling