+28.5%
INTC vs UPST
-14.4%
+42.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.8% | +5.3% |
| 7D | -1.0% | +4.4% | -5.4% | -1.5% |
| 30D | -43.3% | -7.7% | -35.6% | -42.7% |
| 3M | -41.6% | -28.4% | -13.2% | -39.6% |
| 6M | -52.5% | -23.2% | -29.3% | -51.2% |
| YTD | +60.9% | -49.1% | +110.0% | +70.3% |
| 1Y | +55.7% | -42.4% | +98.1% | +62.6% |
| 3Y | +59.2% | +5.4% | +53.8% | +50.0% |
| 5Y | +25.0% | -92.9% | +117.9% | +22.6% |
| All | +28.5% | -14.4% | +42.9% | +32.5% |
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