+17.2%
D vs UPST
-15.8%
+33.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.5% |
| 7D | +3.0% | -4.9% | +7.9% | +3.0% |
| 30D | +11.5% | -8.9% | +20.4% | +11.6% |
| 3M | +3.7% | -26.3% | +30.1% | +4.2% |
| 6M | +13.5% | -23.7% | +37.3% | +13.8% |
| YTD | +20.7% | -49.9% | +70.7% | +21.7% |
| 1Y | +18.2% | -42.0% | +60.2% | +18.8% |
| 3Y | +73.3% | -25.3% | +98.6% | +71.0% |
| 5Y | +12.3% | -93.4% | +105.7% | +8.5% |
| All | +17.2% | -15.8% | +33.0% | +18.9% |
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