-48.0%
USAR vs UPST
-47.3%
-0.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.1% | +12.0% | +11.6% |
| 7D | -14.5% | -4.9% | -9.6% | -11.9% |
| 30D | -37.8% | -8.9% | -29.0% | -33.5% |
| 3M | -52.8% | -26.3% | -26.4% | -41.4% |
| 6M | -71.2% | -23.7% | -47.5% | -65.1% |
| YTD | -30.9% | -49.9% | +19.1% | +0.8% |
| 1Y | -48.0% | -42.0% | -6.0% | -33.2% |
| All | -48.0% | -47.3% | -0.7% | -33.2% |
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