+531.5%
JBL vs UPST
-24.8%
+556.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | +6.3% | -10.6% | +17.0% | +7.3% |
| 30D | -13.5% | -14.0% | +0.5% | -12.5% |
| 3M | -31.3% | -36.8% | +5.5% | -28.7% |
| 6M | -28.4% | -27.5% | -0.9% | -26.8% |
| YTD | +11.6% | -55.3% | +66.9% | +18.0% |
| 1Y | +26.1% | -47.5% | +73.7% | +31.4% |
| 3Y | +97.4% | -10.4% | +107.8% | +89.7% |
| 5Y | +301.0% | -92.6% | +393.6% | +298.7% |
| All | +531.5% | -24.8% | +556.3% | +456.1% |
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