-4.8%
UPST vs FIVE
+59.1%
-63.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.1% | -6.7% | -4.7% |
| 7D | -3.5% | +4.3% | -7.8% | -6.2% |
| 30D | -7.1% | +12.5% | -19.6% | -13.9% |
| 3M | -13.1% | +31.2% | -44.3% | -27.3% |
| 6M | -1.1% | +14.4% | -15.5% | -12.1% |
| YTD | -35.9% | +33.9% | -69.7% | -48.5% |
| 1Y | -57.4% | +65.1% | -122.5% | -70.3% |
| 3Y | -14.9% | +49.0% | -63.8% | -40.9% |
| 5Y | -88.7% | +30.3% | -119.0% | -91.7% |
| All | -4.8% | +59.1% | -63.9% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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