+713.2%
AR vs UPST
-26.3%
+739.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.8% |
| 7D | +6.4% | -13.5% | +19.9% | +7.4% |
| 30D | +3.1% | -19.6% | +22.8% | +4.4% |
| 3M | +3.3% | -34.2% | +37.5% | +5.9% |
| 6M | +6.6% | -31.2% | +37.8% | +8.4% |
| YTD | +12.3% | -56.2% | +68.5% | +17.2% |
| 1Y | +12.3% | -51.7% | +64.0% | +16.1% |
| 3Y | +50.4% | -8.2% | +58.7% | +41.6% |
| 5Y | +101.0% | -92.8% | +193.7% | +98.4% |
| All | +713.2% | -26.3% | +739.6% | +513.4% |
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