-10.4%
UPST vs MKTX
-22.1%
+11.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -10.6% | +0.2% | -10.9% | -10.7% |
| 30D | -14.0% | +0.9% | -14.9% | -14.1% |
| 3M | -36.8% | +2.6% | -39.4% | -37.0% |
| 6M | -27.5% | +20.4% | -48.0% | -29.1% |
| YTD | -55.3% | -7.1% | -48.2% | -54.4% |
| 1Y | -47.5% | -2.8% | -44.8% | -47.0% |
| 3Y | -10.4% | -21.7% | +11.3% | +14.0% |
| All | -10.4% | -22.1% | +11.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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