-74.4%
Z vs UPST
+7.9%
-82.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -3.0% | -3.5% | +0.5% | -2.4% |
| 30D | -4.2% | -7.1% | +2.9% | -3.0% |
| 3M | -3.7% | -13.1% | +9.4% | -1.6% |
| 6M | -24.5% | -1.1% | -23.4% | -25.0% |
| YTD | -49.3% | -35.9% | -13.4% | -46.0% |
| 1Y | -58.7% | -57.4% | -1.3% | -53.4% |
| 3Y | -34.1% | -14.9% | -19.3% | -40.8% |
| 5Y | -64.5% | -88.7% | +24.1% | -66.8% |
| All | -74.4% | +7.9% | -82.3% | -79.5% |
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