+15.4%
D vs UPST
-26.3%
+41.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.0% | -0.7% |
| 7D | -3.1% | -13.5% | +10.4% | -2.9% |
| 30D | +8.4% | -19.6% | +28.0% | +8.7% |
| 3M | +0.2% | -34.2% | +34.4% | +0.8% |
| 6M | +9.5% | -31.2% | +40.7% | +9.9% |
| YTD | +18.8% | -56.2% | +75.0% | +20.0% |
| 1Y | +14.7% | -51.7% | +66.4% | +15.6% |
| 3Y | +72.9% | -8.2% | +81.2% | +70.4% |
| 5Y | +13.1% | -92.8% | +105.9% | +9.7% |
| All | +15.4% | -26.3% | +41.7% | +17.3% |
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