+32.8%
USB vs UPST
-43.8%
+76.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.4% |
| 7D | -1.5% | -10.9% | +9.4% | 0.0% |
| 30D | +4.3% | -7.2% | +11.5% | +5.1% |
| 3M | -6.1% | -26.7% | +20.6% | -2.3% |
| 6M | +9.4% | -29.0% | +38.4% | +13.5% |
| YTD | +15.2% | -49.4% | +64.5% | +25.1% |
| 1Y | +32.8% | -47.0% | +79.7% | +42.3% |
| All | +32.8% | -43.8% | +76.5% | +42.3% |
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 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