+411.3%
JBL vs UPST
-90.2%
+501.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.0% |
| 7D | +4.4% | -1.5% | +5.9% | +4.6% |
| 30D | -8.4% | -13.2% | +4.8% | -7.1% |
| 3M | -14.2% | -13.0% | -1.2% | -13.0% |
| 6M | +29.6% | -2.9% | +32.5% | +29.0% |
| YTD | +37.1% | -38.3% | +75.4% | +42.3% |
| 1Y | +49.5% | -60.5% | +109.9% | +61.5% |
| 3Y | +192.7% | -11.7% | +204.4% | +174.0% |
| 5Y | +411.3% | -90.2% | +501.5% | +411.7% |
| All | +411.3% | -90.2% | +501.5% | +411.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling