-54.2%
W vs UPST
-93.6%
+39.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -3.6% | -4.9% | +1.3% | -1.6% |
| 30D | +7.0% | -8.9% | +15.8% | +10.9% |
| 3M | +7.4% | -26.3% | +33.7% | +20.1% |
| 6M | +69.3% | -23.7% | +93.0% | +87.5% |
| YTD | +11.3% | -49.9% | +61.2% | +40.8% |
| 1Y | +13.2% | -42.0% | +55.2% | +34.2% |
| 3Y | +142.0% | -25.3% | +167.3% | +94.8% |
| All | -54.2% | -93.6% | +39.3% | -48.7% |
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