-4.8%
UPST vs USFR
+20.4%
-25.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.3% |
| 30D | -7.1% | +0.3% | -7.4% | -6.2% |
| 3M | -13.1% | +1.0% | -14.1% | -10.3% |
| 6M | -1.1% | +1.9% | -3.0% | +4.4% |
| YTD | -35.9% | +2.6% | -38.5% | -31.5% |
| 1Y | -57.4% | +4.0% | -61.4% | -53.7% |
| 3Y | -14.9% | +14.1% | -29.0% | +43.7% |
| 5Y | -88.7% | +20.4% | -109.1% | -72.1% |
| All | -4.8% | +20.4% | -25.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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