-8.4%
UPST vs INVH
+14.2%
-22.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -1.5% | -3.1% | +1.6% | +1.8% |
| 30D | -13.2% | -7.1% | -6.1% | -6.3% |
| 3M | -13.0% | -3.0% | -10.0% | -10.7% |
| 6M | -2.9% | +10.1% | -13.0% | -14.0% |
| YTD | -38.3% | +3.8% | -42.1% | -42.3% |
| 1Y | -60.5% | -2.1% | -58.4% | -60.8% |
| 3Y | -11.7% | -7.0% | -4.7% | -8.8% |
| 5Y | -90.2% | -20.6% | -69.6% | -88.0% |
| All | -8.4% | +14.2% | -22.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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