-49.4%
UPST vs M
+36.6%
-86.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.6% | +1.8% | +5.5% |
| 7D | -3.1% | +8.3% | -11.4% | -6.8% |
| 30D | -4.0% | +14.2% | -18.2% | -9.8% |
| 3M | -22.9% | -1.1% | -21.8% | -23.0% |
| 6M | -27.1% | +36.6% | -63.7% | -36.6% |
| YTD | -46.5% | +19.8% | -66.3% | -50.6% |
| 1Y | -49.4% | +37.2% | -86.6% | -56.4% |
| All | -49.4% | +36.6% | -86.0% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling