+39.9%
YUM vs UPST
-92.2%
+132.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.3% | -0.3% |
| 7D | -4.1% | -13.5% | +9.4% | -3.6% |
| 30D | +8.4% | -19.6% | +28.0% | +9.0% |
| 3M | +6.5% | -34.2% | +40.7% | +7.7% |
| 6M | +5.3% | -31.2% | +36.5% | +6.2% |
| YTD | +6.9% | -56.2% | +63.1% | +9.0% |
| 1Y | +8.7% | -51.7% | +60.4% | +10.5% |
| 3Y | +34.1% | -8.2% | +42.3% | +28.8% |
| 5Y | +39.9% | -92.8% | +132.7% | +42.2% |
| All | +39.9% | -92.2% | +132.2% | +42.2% |
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