+174.7%
ALL vs UPST
-15.8%
+190.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.3% | -4.4% |
| 7D | -1.9% | -4.9% | +3.0% | -1.9% |
| 30D | +13.8% | -8.9% | +22.6% | +13.9% |
| 3M | -7.0% | -26.3% | +19.3% | -6.5% |
| 6M | +18.0% | -23.7% | +41.8% | +18.4% |
| YTD | +24.2% | -49.9% | +74.1% | +25.4% |
| 1Y | +31.2% | -42.0% | +73.1% | +31.9% |
| 3Y | +107.5% | -25.3% | +132.8% | +103.4% |
| 5Y | +144.8% | -93.4% | +238.2% | +136.6% |
| All | +174.7% | -15.8% | +190.5% | +162.2% |
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