-64.6%
XYZ vs UPST
-93.2%
+28.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -2.5% |
| 7D | +9.2% | -10.9% | +20.1% | +13.0% |
| 30D | +9.8% | -7.2% | +17.0% | +12.2% |
| 3M | -0.2% | -26.7% | +26.5% | +9.2% |
| 6M | +18.0% | -29.0% | +46.9% | +29.4% |
| YTD | +29.1% | -49.4% | +78.5% | +54.0% |
| 1Y | +14.1% | -47.0% | +61.1% | +33.4% |
| 3Y | +72.6% | -27.0% | +99.6% | +44.0% |
| 5Y | -64.6% | -93.3% | +28.7% | -59.7% |
| All | -64.6% | -93.2% | +28.6% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling