+187.5%
ALL vs UPST
-26.3%
+213.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.6% | +1.8% |
| 7D | 0.0% | -13.5% | +13.5% | +0.2% |
| 30D | +12.8% | -19.6% | +32.5% | +13.2% |
| 3M | +4.7% | -34.2% | +38.9% | +5.4% |
| 6M | +24.9% | -31.2% | +56.2% | +25.5% |
| YTD | +30.0% | -56.2% | +86.2% | +31.5% |
| 1Y | +29.9% | -51.7% | +81.6% | +31.1% |
| 3Y | +117.5% | -8.2% | +125.8% | +112.0% |
| 5Y | +161.7% | -92.8% | +254.4% | +153.4% |
| All | +187.5% | -26.3% | +213.9% | +175.1% |
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 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