+73.1%
USB vs UPST
-10.1%
+83.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.2% |
| 7D | +2.4% | -3.1% | +5.5% | +2.6% |
| 30D | +6.6% | -4.0% | +10.5% | +6.8% |
| 3M | -4.1% | -22.9% | +18.8% | -2.4% |
| 6M | +12.5% | -27.1% | +39.6% | +14.6% |
| YTD | +17.6% | -46.5% | +64.2% | +22.1% |
| 1Y | +36.5% | -49.4% | +85.9% | +41.9% |
| 3Y | +95.4% | -22.9% | +118.3% | +89.2% |
| 5Y | +26.1% | -92.7% | +118.9% | +22.1% |
| All | +73.1% | -10.1% | +83.1% | +57.8% |
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