-55.9%
W vs UPST
-92.5%
+36.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.4% |
| 7D | +0.2% | -10.6% | +10.8% | +4.4% |
| 30D | +6.8% | -14.0% | +20.8% | +13.1% |
| 3M | +10.7% | -36.8% | +47.5% | +31.3% |
| 6M | +86.3% | -27.5% | +113.9% | +110.4% |
| YTD | +11.5% | -55.3% | +66.7% | +47.2% |
| 1Y | +5.1% | -47.5% | +52.6% | +29.3% |
| 3Y | +171.0% | -10.4% | +181.4% | +106.0% |
| All | -55.9% | -92.5% | +36.6% | -50.2% |
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