+93.1%
IR vs UPST
-24.8%
+117.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +2.5% | -10.6% | +13.2% | +3.4% |
| 30D | +9.2% | -14.0% | +23.1% | +10.3% |
| 3M | +0.9% | -36.8% | +37.8% | +4.4% |
| 6M | +19.2% | -27.5% | +46.8% | +21.7% |
| YTD | +7.5% | -55.3% | +62.7% | +13.2% |
| 1Y | +11.7% | -47.5% | +59.3% | +16.1% |
| 3Y | +23.9% | -10.4% | +34.3% | +19.2% |
| 5Y | +46.4% | -92.6% | +139.0% | +43.7% |
| All | +93.1% | -24.8% | +117.9% | +77.9% |
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