+143.1%
C vs UPST
-15.8%
+158.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | -6.0% | -8.9% | +2.9% | -5.4% |
| 3M | -10.5% | -26.3% | +15.8% | -8.5% |
| 6M | -5.7% | -23.7% | +18.0% | -4.1% |
| YTD | +4.1% | -49.9% | +54.1% | +9.1% |
| 1Y | +20.5% | -42.0% | +62.5% | +24.6% |
| 3Y | +208.1% | -25.3% | +233.4% | +201.0% |
| 5Y | +110.4% | -93.4% | +203.8% | +106.0% |
| All | +143.1% | -15.8% | +158.9% | +135.4% |
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