+181.5%
ALL vs UPST
-21.5%
+203.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +3.0% |
| 7D | -0.1% | -4.5% | +4.3% | -0.1% |
| 30D | +13.8% | -15.3% | +29.1% | +14.1% |
| 3M | -2.8% | -32.4% | +29.7% | -2.1% |
| 6M | +23.7% | -29.5% | +53.2% | +24.2% |
| YTD | +27.3% | -53.3% | +80.6% | +28.7% |
| 1Y | +30.5% | -47.4% | +77.9% | +31.5% |
| 3Y | +113.0% | -2.2% | +115.2% | +107.4% |
| 5Y | +157.6% | -92.0% | +249.6% | +149.1% |
| All | +181.5% | -21.5% | +203.0% | +169.0% |
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