-63.6%
XYZ vs UPST
+7.9%
-71.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.0% | -3.5% | +2.6% | -0.1% |
| 30D | -1.7% | -7.1% | +5.4% | -0.1% |
| 3M | +16.7% | -13.1% | +29.8% | +20.2% |
| 6M | +26.9% | -1.1% | +27.9% | +26.4% |
| YTD | +27.1% | -35.9% | +63.0% | +38.1% |
| 1Y | +9.3% | -57.4% | +66.7% | +28.2% |
| 3Y | +42.3% | -14.9% | +57.1% | +25.4% |
| 5Y | -69.3% | -88.7% | +19.3% | -71.5% |
| All | -63.6% | +7.9% | -71.4% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling