-91.7%
UPST vs REPL
-30.0%
-61.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +4.6% | -12.9% | -8.6% |
| 7D | -4.5% | +12.7% | -17.2% | -5.5% |
| 30D | -15.3% | +73.5% | -88.8% | -19.4% |
| 3M | -32.4% | +70.3% | -102.7% | -35.7% |
| 6M | -29.5% | +472.0% | -501.5% | -44.4% |
| YTD | -53.3% | +139.5% | -192.8% | -62.4% |
| 1Y | -47.4% | +167.3% | -214.6% | -58.3% |
| 3Y | -2.2% | +109.5% | -111.7% | -47.7% |
| All | -91.7% | -30.0% | -61.7% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling