-8.6%
ZBRA vs UPST
-0.4%
-8.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -1.7% |
| 7D | -1.8% | -8.1% | +6.3% | -0.8% |
| 30D | -8.8% | -14.3% | +5.5% | -7.2% |
| 3M | +47.2% | -16.6% | +63.9% | +50.3% |
| 6M | +61.3% | -7.3% | +68.6% | +61.5% |
| YTD | +42.0% | -40.8% | +82.8% | +49.3% |
| 1Y | +10.5% | -62.4% | +72.9% | +22.0% |
| 3Y | +34.5% | -15.3% | +49.8% | +27.2% |
| 5Y | -40.3% | -91.1% | +50.8% | -43.6% |
| All | -8.6% | -0.4% | -8.2% | -14.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling