+34.8%
YUM vs UPST
-6.9%
+41.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.3% | -0.4% |
| 7D | -4.1% | -13.5% | +9.4% | -3.8% |
| 30D | +8.4% | -19.6% | +28.0% | +8.7% |
| 3M | +6.5% | -34.2% | +40.7% | +7.1% |
| 6M | +5.3% | -31.2% | +36.5% | +5.7% |
| YTD | +6.9% | -56.2% | +63.1% | +7.9% |
| 1Y | +8.7% | -51.7% | +60.4% | +9.5% |
| All | +34.8% | -6.9% | +41.7% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling