+98.3%
USB vs UPST
-13.8%
+112.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | +1.4% | -3.5% | +5.0% | +1.9% |
| 30D | -1.3% | -7.1% | +5.8% | -0.5% |
| 3M | +15.2% | -13.1% | +28.3% | +16.9% |
| 6M | +18.8% | -1.1% | +19.9% | +17.5% |
| YTD | +21.0% | -35.9% | +56.9% | +26.3% |
| 1Y | +34.0% | -57.4% | +91.4% | +46.8% |
| All | +98.3% | -13.8% | +112.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling