+173.6%
ALL vs UPST
-14.4%
+188.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.4% |
| 7D | -3.9% | +4.4% | -8.3% | -3.9% |
| 30D | +10.6% | -7.7% | +18.3% | +10.7% |
| 3M | -4.6% | -28.4% | +23.9% | -4.0% |
| 6M | +20.2% | -23.2% | +43.4% | +20.5% |
| YTD | +23.7% | -49.1% | +72.8% | +24.9% |
| 1Y | +27.9% | -42.4% | +70.2% | +28.6% |
| 3Y | +109.2% | +5.4% | +103.8% | +103.4% |
| 5Y | +148.0% | -92.9% | +240.9% | +139.6% |
| All | +173.6% | -14.4% | +188.0% | +161.1% |
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