-25.4%
DOW vs UPST
+3.8%
-29.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.3% | +0.7% |
| 7D | -2.9% | -1.5% | -1.4% | -2.8% |
| 30D | +2.0% | -13.2% | +15.2% | +2.7% |
| 3M | -12.5% | -13.0% | +0.4% | -12.1% |
| 6M | -9.2% | -2.9% | -6.3% | -9.9% |
| YTD | +30.8% | -38.3% | +69.1% | +33.2% |
| 1Y | +29.4% | -60.5% | +89.8% | +35.1% |
| 3Y | -34.6% | -11.7% | -22.8% | -36.8% |
| 5Y | -35.9% | -90.2% | +54.2% | -38.0% |
| All | -25.4% | +3.8% | -29.2% | -35.6% |
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