+92.3%
B vs UPST
-26.3%
+118.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.7% | -2.8% |
| 7D | -6.2% | -13.5% | +7.3% | -5.6% |
| 30D | -6.6% | -19.6% | +13.0% | -5.7% |
| 3M | -7.9% | -34.2% | +26.3% | -6.2% |
| 6M | -16.8% | -31.2% | +14.4% | -15.5% |
| YTD | -11.7% | -56.2% | +44.5% | -9.0% |
| 1Y | +3.5% | -51.7% | +55.2% | +6.2% |
| 3Y | +165.7% | -8.2% | +174.0% | +161.5% |
| 5Y | +108.4% | -92.8% | +201.2% | +106.0% |
| All | +92.3% | -26.3% | +118.6% | +83.1% |
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