+60.2%
A vs UPST
-14.4%
+74.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +4.8% | +4.4% | +0.3% | +4.4% |
| 30D | +5.6% | -7.7% | +13.3% | +6.1% |
| 3M | +23.6% | -28.4% | +52.0% | +26.3% |
| 6M | +56.4% | -23.2% | +79.5% | +58.7% |
| YTD | +33.4% | -49.1% | +82.5% | +38.5% |
| 1Y | +23.7% | -42.4% | +66.1% | +27.2% |
| 3Y | +71.0% | +5.4% | +65.6% | +62.8% |
| 5Y | +16.8% | -92.9% | +109.7% | +14.8% |
| All | +60.2% | -14.4% | +74.6% | +45.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling