+94.9%
IR vs UPST
-21.5%
+116.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.3% | +7.1% | -0.5% |
| 7D | +1.5% | -4.5% | +6.0% | +1.9% |
| 30D | +9.0% | -15.3% | +24.3% | +10.3% |
| 3M | -0.9% | -32.4% | +31.6% | +2.0% |
| 6M | +13.4% | -29.5% | +42.9% | +16.0% |
| YTD | +8.5% | -53.3% | +61.8% | +13.8% |
| 1Y | +11.3% | -47.4% | +58.6% | +15.6% |
| 3Y | +26.0% | -2.2% | +28.2% | +20.5% |
| 5Y | +47.9% | -92.0% | +139.9% | +44.6% |
| All | +94.9% | -21.5% | +116.4% | +78.9% |
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