-4.8%
UPST vs TRU
-17.1%
+12.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | +4.6% |
| 7D | -3.5% | -6.8% | +3.2% | +3.5% |
| 30D | -7.1% | 0.0% | -7.2% | -7.7% |
| 3M | -13.1% | +13.3% | -26.4% | -26.8% |
| 6M | -1.1% | +3.4% | -4.5% | -9.7% |
| YTD | -35.9% | -6.4% | -29.5% | -35.6% |
| 1Y | -57.4% | -9.7% | -47.7% | -56.1% |
| 3Y | -14.9% | +0.1% | -15.0% | -25.9% |
| 5Y | -88.7% | -34.0% | -54.6% | -81.5% |
| All | -4.8% | -17.1% | +12.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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