-21.9%
DOW vs UPST
-14.4%
-7.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -9.4% | +4.4% | -13.8% | -9.7% |
| 30D | +8.9% | -7.7% | +16.6% | +9.3% |
| 3M | +6.7% | -28.4% | +35.2% | +8.5% |
| 6M | -14.2% | -23.2% | +9.0% | -13.5% |
| YTD | +36.9% | -49.1% | +86.0% | +40.8% |
| 1Y | +45.8% | -42.4% | +88.1% | +48.5% |
| 3Y | -23.9% | +5.4% | -29.3% | -26.8% |
| 5Y | -30.8% | -92.9% | +62.1% | -32.2% |
| All | -21.9% | -14.4% | -7.5% | -32.0% |
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