-8.9%
INFY vs UPST
-24.8%
+15.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -1.7% | -10.6% | +9.0% | -1.1% |
| 30D | +7.1% | -14.0% | +21.0% | +7.8% |
| 3M | -1.0% | -36.8% | +35.9% | +1.4% |
| 6M | +5.9% | -27.5% | +33.4% | +7.2% |
| YTD | -29.5% | -55.3% | +25.7% | -27.0% |
| 1Y | -26.0% | -47.5% | +21.6% | -24.0% |
| 3Y | -19.4% | -10.4% | -9.0% | -22.3% |
| 5Y | -40.9% | -92.6% | +51.7% | -42.4% |
| All | -8.9% | -24.8% | +15.9% | -15.6% |
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