+50.7%
XRT vs UPST
-29.4%
+80.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +0.9% | -4.9% | +5.8% | +1.5% |
| 30D | +7.9% | -8.9% | +16.8% | +9.0% |
| 3M | -0.2% | -26.3% | +26.1% | +3.4% |
| 6M | +5.6% | -23.7% | +29.3% | +8.4% |
| YTD | +5.7% | -49.9% | +55.6% | +13.0% |
| 1Y | +14.6% | -42.0% | +56.6% | +20.1% |
| 3Y | +50.7% | -25.3% | +76.0% | +39.4% |
| All | +50.7% | -29.4% | +80.1% | +39.4% |
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