-61.6%
XYZ vs UPST
-93.3%
+31.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.1% |
| 7D | +14.9% | +4.4% | +10.5% | +13.7% |
| 30D | +14.7% | -7.7% | +22.3% | +17.3% |
| 3M | +12.1% | -28.4% | +40.5% | +23.5% |
| 6M | +18.3% | -23.2% | +41.5% | +27.0% |
| YTD | +36.1% | -49.1% | +85.2% | +62.0% |
| 1Y | +35.3% | -42.4% | +77.7% | +54.6% |
| 3Y | +73.5% | +5.4% | +68.1% | +31.0% |
| 5Y | -61.6% | -92.9% | +31.3% | -54.9% |
| All | -61.6% | -93.3% | +31.7% | -54.9% |
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