-3.5%
INTU vs UPST
-21.5%
+18.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +8.9% | +1.4% |
| 7D | -1.2% | -4.5% | +3.3% | -0.9% |
| 30D | +12.4% | -15.3% | +27.8% | +14.0% |
| 3M | +2.3% | -32.4% | +34.7% | +5.9% |
| 6M | -13.3% | -29.5% | +16.2% | -11.0% |
| YTD | -47.9% | -53.3% | +5.4% | -44.7% |
| 1Y | -47.2% | -47.4% | +0.2% | -44.6% |
| 3Y | -33.9% | -2.2% | -31.7% | -39.0% |
| 5Y | -41.3% | -92.0% | +50.7% | -44.9% |
| All | -3.5% | -21.5% | +18.0% | -9.8% |
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