-19.0%
USAR vs UPST
-57.7%
+38.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -0.8% | -10.6% | +9.9% | +0.8% |
| 30D | -20.9% | -14.0% | -6.9% | -19.2% |
| 3M | -56.2% | -36.8% | -19.3% | -53.5% |
| 6M | -67.9% | -27.5% | -40.4% | -66.3% |
| YTD | -31.4% | -55.3% | +23.8% | -26.0% |
| 1Y | -45.1% | -47.5% | +2.5% | -40.9% |
| 3Y | -20.3% | -10.4% | -9.9% | -13.6% |
| All | -19.0% | -57.7% | +38.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling