+23.7%
JBL vs UPST
-48.7%
+72.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +9.4% | -14.2% | -6.2% |
| 7D | -11.1% | -3.1% | -8.0% | -10.7% |
| 30D | -14.1% | -4.0% | -10.1% | -13.6% |
| 3M | -23.9% | -22.9% | -1.0% | -21.1% |
| 6M | -24.1% | -27.1% | +3.0% | -20.9% |
| YTD | +13.5% | -46.5% | +60.0% | +17.8% |
| 1Y | +23.7% | -49.4% | +73.2% | +28.8% |
| All | +23.7% | -48.7% | +72.4% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling