+229.9%
ARES vs UPST
-24.8%
+254.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.7% |
| 7D | +0.5% | -10.6% | +11.1% | +1.8% |
| 30D | +19.7% | -14.0% | +33.6% | +21.6% |
| 3M | -9.0% | -36.8% | +27.9% | -4.1% |
| 6M | +11.5% | -27.5% | +39.1% | +15.3% |
| YTD | -13.8% | -55.3% | +41.4% | -6.4% |
| 1Y | -5.6% | -47.5% | +42.0% | +0.7% |
| 3Y | +36.1% | -10.4% | +46.5% | +31.1% |
| 5Y | +82.7% | -92.6% | +175.3% | +80.3% |
| All | +229.9% | -24.8% | +254.7% | +217.0% |
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