+658.0%
AR vs UPST
-15.8%
+673.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -14.3% | -4.9% | -9.3% | -14.0% |
| 30D | +1.4% | -8.9% | +10.3% | +1.9% |
| 3M | +3.4% | -26.3% | +29.7% | +5.2% |
| 6M | -2.1% | -23.7% | +21.7% | -1.0% |
| YTD | +4.7% | -49.9% | +54.6% | +8.3% |
| 1Y | +10.6% | -42.0% | +52.5% | +12.9% |
| 3Y | +24.6% | -25.3% | +49.9% | +18.7% |
| 5Y | +71.9% | -93.4% | +165.3% | +70.3% |
| All | +658.0% | -15.8% | +673.8% | +467.0% |
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