-3.9%
ZBRA vs UPST
+7.9%
-11.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +1.8% | -3.5% | +5.3% | +2.2% |
| 30D | -1.7% | -7.1% | +5.4% | -0.9% |
| 3M | +47.8% | -13.1% | +60.8% | +50.0% |
| 6M | +56.7% | -1.1% | +57.8% | +55.7% |
| YTD | +49.4% | -35.9% | +85.2% | +55.5% |
| 1Y | +16.5% | -57.4% | +74.0% | +26.8% |
| 3Y | +31.5% | -14.9% | +46.3% | +24.0% |
| 5Y | -38.6% | -88.7% | +50.1% | -42.7% |
| All | -3.9% | +7.9% | -11.8% | -11.1% |
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