-62.8%
XYZ vs UPST
-24.8%
-38.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.3% |
| 7D | -1.1% | -10.6% | +9.6% | +1.5% |
| 30D | +11.5% | -14.0% | +25.5% | +15.3% |
| 3M | +1.8% | -36.8% | +38.6% | +12.6% |
| 6M | +21.2% | -27.5% | +48.7% | +29.7% |
| YTD | +29.9% | -55.3% | +85.2% | +52.7% |
| 1Y | +35.8% | -47.5% | +83.3% | +53.7% |
| 3Y | +62.6% | -10.4% | +73.0% | +44.0% |
| 5Y | -62.8% | -92.6% | +29.8% | -62.6% |
| All | -62.8% | -24.8% | -38.0% | -67.5% |
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