+74.9%
USAR vs UPST
-39.4%
+114.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.3% |
| 7D | -2.1% | -3.5% | +1.4% | -1.7% |
| 30D | +2.6% | -7.1% | +9.7% | +3.6% |
| 3M | -35.0% | -13.1% | -21.9% | -33.9% |
| 6M | -6.9% | -1.1% | -5.8% | -6.1% |
| YTD | +48.0% | -35.9% | +83.8% | +52.3% |
| 1Y | +24.8% | -57.4% | +82.2% | +28.9% |
| 3Y | +73.2% | -14.9% | +88.1% | +79.1% |
| All | +74.9% | -39.4% | +114.3% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling