-2.2%
UPST vs ITUB
+77.0%
-79.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.2% | -6.0% | -7.1% |
| 7D | -4.5% | +4.9% | -9.4% | -6.6% |
| 30D | -15.3% | -27.2% | +11.9% | -1.6% |
| 3M | -32.4% | -6.1% | -26.3% | -33.0% |
| 6M | -29.5% | -10.7% | -18.8% | -28.3% |
| YTD | -53.3% | +5.5% | -58.8% | -57.1% |
| 1Y | -47.4% | +7.8% | -55.2% | -52.5% |
| 3Y | -2.2% | +75.0% | -77.2% | -44.2% |
| All | -2.2% | +77.0% | -79.2% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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