-53.9%
W vs UPST
-92.3%
+38.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.5% | -0.6% |
| 7D | +1.1% | -4.5% | +5.6% | +3.1% |
| 30D | +6.4% | -15.3% | +21.7% | +13.4% |
| 3M | +9.0% | -32.4% | +41.4% | +25.9% |
| 6M | +69.8% | -29.5% | +99.3% | +93.8% |
| YTD | +12.1% | -53.3% | +65.4% | +45.7% |
| 1Y | 0.0% | -47.4% | +47.4% | +22.9% |
| 3Y | +160.3% | -2.2% | +162.5% | +91.1% |
| All | -53.9% | -92.3% | +38.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling