+22.1%
IT vs UPST
-24.8%
+46.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.5% |
| 7D | +1.1% | -10.6% | +11.7% | +1.8% |
| 30D | -1.8% | -14.0% | +12.1% | -1.0% |
| 3M | +4.8% | -36.8% | +41.7% | +7.8% |
| 6M | +33.0% | -27.5% | +60.5% | +35.1% |
| YTD | -23.8% | -55.3% | +31.4% | -20.5% |
| 1Y | -16.5% | -47.5% | +31.0% | -13.9% |
| 3Y | -53.6% | -10.4% | -43.2% | -55.3% |
| 5Y | -42.1% | -92.6% | +50.5% | -43.6% |
| All | +22.1% | -24.8% | +46.9% | +16.1% |
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