-63.6%
W vs UPST
+7.9%
-71.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.0% |
| 7D | -4.2% | -3.5% | -0.6% | -3.1% |
| 30D | -7.6% | -7.1% | -0.4% | -5.7% |
| 3M | +37.2% | -13.1% | +50.2% | +43.4% |
| 6M | +26.3% | -1.1% | +27.4% | +26.1% |
| YTD | -1.0% | -35.9% | +34.9% | +11.2% |
| 1Y | +20.1% | -57.4% | +77.5% | +48.0% |
| 3Y | +37.8% | -14.9% | +52.7% | +17.6% |
| 5Y | -63.7% | -88.7% | +25.0% | -65.4% |
| All | -63.6% | +7.9% | -71.5% | -73.0% |
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