+43.7%
XRT vs UPST
-13.8%
+57.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.2% |
| 30D | -4.2% | -7.1% | +2.9% | -3.4% |
| 3M | +5.1% | -13.1% | +18.2% | +6.6% |
| 6M | +2.4% | -1.1% | +3.5% | +1.6% |
| YTD | +3.2% | -35.9% | +39.1% | +7.4% |
| 1Y | +1.5% | -57.4% | +58.9% | +10.2% |
| All | +43.7% | -13.8% | +57.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling