+708.7%
ASX vs UPST
-21.5%
+730.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.3% | +11.5% | +4.1% |
| 7D | -9.1% | -4.5% | -4.6% | -8.7% |
| 30D | -23.6% | -15.3% | -8.3% | -22.4% |
| 3M | -5.6% | -32.4% | +26.8% | -2.2% |
| 6M | +4.7% | -29.5% | +34.2% | +8.1% |
| YTD | +122.6% | -53.3% | +175.9% | +136.7% |
| 1Y | +133.0% | -47.4% | +180.4% | +144.7% |
| 3Y | +367.1% | -2.2% | +369.3% | +339.5% |
| 5Y | +504.7% | -92.0% | +596.8% | +497.5% |
| All | +708.7% | -21.5% | +730.2% | +659.7% |
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