-23.7%
UPST vs UEC
-53.3%
+29.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.8% | -7.9% | -3.1% |
| 7D | -4.9% | -10.2% | +5.3% | -2.0% |
| 30D | -8.9% | -26.9% | +18.1% | -0.8% |
| 3M | -26.3% | -35.7% | +9.4% | -16.9% |
| 6M | -23.7% | -56.1% | +32.4% | -9.6% |
| All | -23.7% | -53.3% | +29.5% | -9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling