-47.5%
UPST vs UEC
-45.1%
-2.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.8% |
| 7D | -10.6% | -3.8% | -6.9% | -9.6% |
| 30D | -14.0% | -13.5% | -0.5% | -10.4% |
| 3M | -36.8% | -40.5% | +3.6% | -27.2% |
| 6M | -27.5% | -56.7% | +29.1% | -10.6% |
| YTD | -55.3% | -43.0% | -12.3% | -51.3% |
| 1Y | -47.5% | -42.5% | -5.0% | -42.9% |
| All | -47.5% | -45.1% | -2.4% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 1y: compounded portfolio wealth divided by compounded UEC 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…
1y analysis · Full analysis span regression · 6 months rolling