-2.2%
UPST vs REPL
+100.5%
-102.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.6% | -12.9% | -8.5% |
| 7D | -4.5% | +12.7% | -17.2% | -5.1% |
| 30D | -15.3% | +73.5% | -88.8% | -17.8% |
| 3M | -32.4% | +70.3% | -102.7% | -34.4% |
| 6M | -29.5% | +472.0% | -501.5% | -38.7% |
| YTD | -53.3% | +139.5% | -192.8% | -58.9% |
| 1Y | -47.4% | +167.3% | -214.6% | -54.0% |
| 3Y | -2.2% | +109.5% | -111.7% | -32.2% |
| All | -2.2% | +100.5% | -102.7% | -32.2% |
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 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