+25.8%
INTC vs UPST
-21.5%
+47.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -1.2% |
| 7D | -4.0% | -4.5% | +0.5% | -3.6% |
| 30D | -44.5% | -15.3% | -29.2% | -43.4% |
| 3M | -40.4% | -32.4% | -8.0% | -38.0% |
| 6M | -53.5% | -29.5% | -23.9% | -51.8% |
| YTD | +57.5% | -53.3% | +110.9% | +68.2% |
| 1Y | +51.2% | -47.4% | +98.5% | +59.3% |
| 3Y | +51.6% | -2.2% | +53.8% | +44.0% |
| 5Y | +23.5% | -92.0% | +115.5% | +21.5% |
| All | +25.8% | -21.5% | +47.3% | +30.9% |
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