-4.8%
UPST vs EXR
+54.0%
-58.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 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% | -40.9% |
| 1Y | -57.4% | +1.3% | -58.7% | -58.7% |
| 3Y | -14.9% | +22.4% | -37.3% | -27.6% |
| 5Y | -88.7% | -12.2% | -76.4% | -87.7% |
| All | -4.8% | +54.0% | -58.8% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling