-71.2%
USAR vs UPST
-21.8%
-49.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.1% | +12.0% | +11.7% |
| 7D | -14.5% | -4.9% | -9.6% | -11.3% |
| 30D | -37.8% | -8.9% | -29.0% | -32.9% |
| 3M | -52.8% | -26.3% | -26.4% | -39.6% |
| 6M | -71.2% | -23.7% | -47.5% | -63.9% |
| All | -71.2% | -21.8% | -49.4% | -63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling