+20.7%
XYZ vs UPST
-48.7%
+69.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +9.4% | +5.9% | +11.6% |
| 7D | +16.5% | -3.1% | +19.7% | +17.6% |
| 30D | +15.0% | -4.0% | +18.9% | +16.2% |
| 3M | +3.5% | -22.9% | +26.4% | +13.0% |
| 6M | +21.9% | -27.1% | +49.0% | +34.5% |
| YTD | +34.6% | -46.5% | +81.2% | +58.5% |
| 1Y | +20.7% | -49.4% | +70.2% | +42.8% |
| All | +20.7% | -48.7% | +69.4% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling