-91.3%
UPST vs FRSH
-70.6%
-20.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | +1.8% |
| 7D | -3.5% | -8.2% | +4.6% | +2.5% |
| 30D | -7.1% | +10.5% | -17.6% | -14.3% |
| 3M | -13.1% | +32.7% | -45.8% | -31.3% |
| 6M | -1.1% | +50.3% | -51.4% | -30.0% |
| YTD | -35.9% | +3.9% | -39.8% | -40.9% |
| 1Y | -57.4% | -2.2% | -55.3% | -58.8% |
| 3Y | -14.9% | -42.9% | +28.0% | +19.6% |
| All | -91.3% | -70.6% | -20.8% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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