-4.8%
UPST vs M
+158.9%
-163.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -3.0% |
| 7D | -3.5% | +4.7% | -8.3% | -5.8% |
| 30D | -7.1% | -9.6% | +2.5% | -2.1% |
| 3M | -13.1% | +0.9% | -13.9% | -13.9% |
| 6M | -1.1% | +22.3% | -23.4% | -11.8% |
| YTD | -35.9% | +6.5% | -42.4% | -39.0% |
| 1Y | -57.4% | +38.8% | -96.2% | -65.0% |
| 3Y | -14.9% | +115.9% | -130.8% | -51.0% |
| 5Y | -88.7% | +28.6% | -117.3% | -90.6% |
| All | -4.8% | +158.9% | -163.8% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling