+673.4%
JBL vs UPST
-0.4%
+673.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | 0.0% |
| 7D | +4.0% | -8.1% | +12.1% | +4.7% |
| 30D | -7.5% | -14.3% | +6.8% | -6.3% |
| 3M | -14.1% | -16.6% | +2.6% | -12.8% |
| 6M | +25.9% | -7.3% | +33.2% | +26.0% |
| YTD | +36.7% | -40.8% | +77.5% | +41.3% |
| 1Y | +49.0% | -62.4% | +111.4% | +59.2% |
| 3Y | +191.8% | -15.3% | +207.1% | +179.2% |
| 5Y | +409.8% | -91.1% | +500.8% | +396.5% |
| All | +673.4% | -0.4% | +673.8% | +566.1% |
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