+28.1%
XYZ vs UPST
-48.7%
+76.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.9% | 0.0% |
| 7D | +12.6% | -4.5% | +17.1% | +15.0% |
| 30D | +10.8% | -15.3% | +26.1% | +18.0% |
| 3M | +8.4% | -32.4% | +40.8% | +25.4% |
| 6M | +14.3% | -29.5% | +43.9% | +29.6% |
| YTD | +31.5% | -53.3% | +84.8% | +66.2% |
| 1Y | +28.1% | -47.4% | +75.5% | +54.1% |
| All | +28.1% | -48.7% | +76.8% | +54.1% |
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