+23.5%
YUM vs UPST
-90.4%
+113.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.3% |
| 7D | -3.6% | -8.1% | +4.5% | -3.3% |
| 30D | +0.4% | -14.3% | +14.7% | +0.8% |
| 3M | -3.8% | -16.6% | +12.9% | -3.4% |
| 6M | -8.3% | -7.3% | -1.0% | -8.4% |
| YTD | -2.6% | -40.8% | +38.2% | -1.5% |
| 1Y | +1.5% | -62.4% | +63.9% | +3.9% |
| 3Y | +21.6% | -15.3% | +36.9% | +17.3% |
| 5Y | +23.5% | -91.1% | +114.6% | +22.2% |
| All | +23.5% | -90.4% | +113.9% | +22.2% |
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