+16.3%
D vs UPST
-20.9%
+37.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.4% | -12.1% | +9.6% | -2.2% |
| 30D | +9.0% | -13.4% | +22.4% | +9.2% |
| 3M | +1.0% | -31.2% | +32.2% | +1.5% |
| 6M | +11.0% | -28.3% | +39.3% | +11.4% |
| YTD | +19.8% | -53.0% | +72.8% | +20.9% |
| 1Y | +16.0% | -47.2% | +63.1% | +16.7% |
| 3Y | +74.4% | -1.5% | +75.8% | +71.6% |
| 5Y | +13.5% | -91.6% | +105.2% | +10.0% |
| All | +16.3% | -20.9% | +37.2% | +18.1% |
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