-62.4%
XYZ vs UPST
-15.8%
-46.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +12.1% | -4.9% | +17.1% | +13.5% |
| 30D | +12.4% | -8.9% | +21.2% | +14.7% |
| 3M | +8.2% | -26.3% | +34.5% | +15.6% |
| 6M | +20.7% | -23.7% | +44.4% | +27.6% |
| YTD | +31.3% | -49.9% | +81.3% | +50.5% |
| 1Y | +20.5% | -42.0% | +62.5% | +33.4% |
| 3Y | +72.6% | -25.3% | +97.9% | +56.7% |
| 5Y | -64.0% | -93.4% | +29.4% | -64.5% |
| All | -62.4% | -15.8% | -46.5% | -68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling