+98.5%
B vs UPST
-20.9%
+119.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -2.7% | -12.1% | +9.4% | -2.1% |
| 30D | -4.3% | -13.4% | +9.1% | -3.7% |
| 3M | -2.3% | -31.2% | +28.9% | -0.7% |
| 6M | -16.2% | -28.3% | +12.1% | -15.1% |
| YTD | -8.8% | -53.0% | +44.2% | -6.4% |
| 1Y | +11.4% | -47.2% | +58.5% | +13.8% |
| 3Y | +174.3% | -1.5% | +175.8% | +169.1% |
| 5Y | +116.2% | -91.6% | +207.8% | +113.0% |
| All | +98.5% | -20.9% | +119.4% | +88.3% |
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