-57.9%
AUR vs UPST
-79.0%
+21.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.4% | -3.8% |
| 7D | -4.5% | -10.6% | +6.1% | -1.6% |
| 30D | -16.6% | -14.0% | -2.6% | -13.6% |
| 3M | -38.5% | -36.8% | -1.6% | -30.7% |
| 6M | -49.9% | -27.5% | -22.4% | -45.9% |
| YTD | +9.6% | -55.3% | +64.9% | +32.9% |
| 1Y | +1.2% | -47.5% | +48.7% | +17.5% |
| 3Y | +128.8% | -10.4% | +139.2% | +104.1% |
| 5Y | -57.9% | -92.6% | +34.7% | -59.3% |
| All | -57.9% | -79.0% | +21.1% | -59.1% |
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