-33.6%
UPST vs REPL
-48.0%
+14.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.2% |
| 7D | -10.6% | +1.2% | -11.9% | -10.8% |
| 30D | -14.0% | +92.2% | -106.2% | -19.0% |
| 3M | -36.8% | +44.1% | -81.0% | -39.1% |
| 6M | -27.5% | +313.0% | -340.5% | -41.1% |
| YTD | -55.3% | +125.2% | -180.5% | -64.2% |
| 1Y | -47.5% | +143.8% | -191.3% | -58.5% |
| 3Y | -10.4% | +104.2% | -114.6% | -52.6% |
| 5Y | -92.6% | -34.5% | -58.1% | -95.1% |
| All | -33.6% | -48.0% | +14.4% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling