+89.1%
JBL vs UPST
-29.4%
+118.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -12.3% | -4.9% | -7.4% | -11.8% |
| 30D | -20.2% | -8.9% | -11.3% | -19.3% |
| 3M | -30.6% | -26.3% | -4.3% | -28.2% |
| 6M | -35.8% | -23.7% | -12.0% | -33.9% |
| YTD | +4.9% | -49.9% | +54.9% | +12.1% |
| 1Y | +11.3% | -42.0% | +53.3% | +16.6% |
| 3Y | +89.1% | -25.3% | +114.4% | +87.5% |
| All | +89.1% | -29.4% | +118.5% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling