-8.4%
UPST vs MKTX
-68.6%
+60.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -13.2% | +1.0% | -14.2% | -13.6% |
| 3M | -13.0% | +41.3% | -54.2% | -27.5% |
| 6M | -2.9% | -11.3% | +8.5% | +1.8% |
| YTD | -38.3% | -8.6% | -29.7% | -36.8% |
| 1Y | -60.5% | -11.1% | -49.4% | -59.1% |
| 3Y | -11.7% | -24.5% | +12.8% | -8.0% |
| 5Y | -90.2% | -61.4% | -28.7% | -85.6% |
| All | -8.4% | -68.6% | +60.1% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling