-45.2%
ZBRA vs UPST
-93.3%
+48.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.2% | +1.2% |
| 7D | -9.5% | +4.4% | -13.9% | -10.2% |
| 30D | -15.6% | -7.7% | -7.9% | -14.7% |
| 3M | -13.2% | -28.4% | +15.2% | -8.9% |
| 6M | +44.5% | -23.2% | +67.7% | +49.4% |
| YTD | +34.5% | -49.1% | +83.7% | +46.7% |
| 1Y | +25.9% | -42.4% | +68.2% | +34.2% |
| 3Y | +61.3% | +5.4% | +56.0% | +43.4% |
| 5Y | -45.2% | -92.9% | +47.8% | -41.9% |
| All | -45.2% | -93.3% | +48.2% | -41.9% |
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