+14.6%
XYL vs UPST
-11.9%
+26.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -5.0% | -3.5% | -1.5% | -4.8% |
| 30D | -13.2% | -7.1% | -6.1% | -12.7% |
| 3M | -3.7% | -13.1% | +9.4% | -2.8% |
| 6M | -17.7% | -1.1% | -16.6% | -18.2% |
| YTD | -21.5% | -35.9% | +14.3% | -19.5% |
| 1Y | -24.5% | -57.4% | +32.9% | -20.5% |
| All | +14.6% | -11.9% | +26.6% | +9.2% |
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 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