-16.3%
UPST vs REPL
-22.6%
+6.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.5% | -3.0% | -0.6% | -3.4% |
| 30D | -7.1% | +27.1% | -34.3% | -8.3% |
| 3M | -13.1% | +52.4% | -65.5% | -16.6% |
| 6M | -1.1% | +107.4% | -108.5% | -12.0% |
| YTD | -35.9% | +54.7% | -90.6% | -41.9% |
| 1Y | -57.4% | +158.9% | -216.3% | -64.3% |
| All | -16.3% | -22.6% | +6.4% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling