-3.2%
INTU vs UPST
-15.8%
+12.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.6% | -3.7% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | +15.4% | -8.9% | +24.3% | +16.3% |
| 3M | +6.6% | -26.3% | +32.9% | +9.5% |
| 6M | -11.3% | -23.7% | +12.4% | -9.6% |
| YTD | -47.7% | -49.9% | +2.2% | -44.9% |
| 1Y | -47.0% | -42.0% | -5.0% | -45.0% |
| 3Y | -29.9% | -25.3% | -4.6% | -34.0% |
| 5Y | -42.2% | -93.4% | +51.2% | -45.9% |
| All | -3.2% | -15.8% | +12.6% | -10.1% |
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