-22.9%
UPST vs UMAC
+214.8%
-237.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.6% | -1.7% | -7.5% |
| 7D | -4.5% | -13.9% | +9.4% | -3.2% |
| 30D | -15.3% | -39.6% | +24.2% | -10.6% |
| 3M | -32.4% | -53.6% | +21.2% | -27.2% |
| 6M | -29.5% | -6.2% | -23.3% | -31.6% |
| YTD | -53.3% | -1.2% | -52.1% | -55.9% |
| 1Y | -47.4% | +9.7% | -57.0% | -51.1% |
| All | -22.9% | +214.8% | -237.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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