-19.1%
INFY vs UPST
-3.5%
-15.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -9.8% | -12.0% | +2.2% | -9.1% |
| 30D | -13.4% | -16.0% | +2.6% | -12.6% |
| 3M | -7.2% | -17.2% | +9.9% | -6.4% |
| 6M | -20.6% | -10.9% | -9.7% | -20.5% |
| YTD | -37.5% | -42.6% | +5.1% | -35.9% |
| 1Y | -33.4% | -59.8% | +26.4% | -30.7% |
| 3Y | -32.4% | -17.9% | -14.5% | -34.7% |
| 5Y | -45.5% | -90.7% | +45.2% | -47.4% |
| All | -19.1% | -3.5% | -15.7% | -26.0% |
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