-49.8%
USAR vs UPST
-48.7%
-1.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.4% | -15.3% | -12.2% |
| 7D | -21.8% | -3.1% | -18.6% | -20.4% |
| 30D | -39.9% | -4.0% | -35.9% | -38.3% |
| 3M | -52.5% | -22.9% | -29.6% | -43.4% |
| 6M | -67.9% | -27.1% | -40.8% | -60.6% |
| YTD | -31.1% | -46.5% | +15.4% | -4.2% |
| 1Y | -49.8% | -49.4% | -0.4% | -26.9% |
| All | -49.8% | -48.7% | -1.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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