+620.9%
ASX vs UPST
-15.8%
+636.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.6% | +6.5% |
| 7D | -19.9% | -4.9% | -15.0% | -19.5% |
| 30D | -30.9% | -8.9% | -22.0% | -30.2% |
| 3M | -15.1% | -26.3% | +11.2% | -12.7% |
| 6M | -6.5% | -23.7% | +17.3% | -4.1% |
| YTD | +98.4% | -49.9% | +148.4% | +109.7% |
| 1Y | +107.9% | -42.0% | +149.8% | +116.3% |
| 3Y | +325.3% | -25.3% | +350.6% | +307.2% |
| 5Y | +447.3% | -93.4% | +540.7% | +442.8% |
| All | +620.9% | -15.8% | +636.7% | +573.0% |
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