+247.6%
JCI vs UPST
-26.3%
+274.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.9% | +5.4% | -1.0% |
| 7D | +8.4% | -13.5% | +21.9% | +9.4% |
| 30D | -8.9% | -19.6% | +10.7% | -7.7% |
| 3M | -6.4% | -34.2% | +27.8% | -4.1% |
| 6M | +1.6% | -31.2% | +32.8% | +3.6% |
| YTD | +20.1% | -56.2% | +76.3% | +25.3% |
| 1Y | +17.2% | -51.7% | +68.9% | +21.4% |
| 3Y | +190.7% | -8.2% | +199.0% | +179.4% |
| 5Y | +99.9% | -92.8% | +192.6% | +97.6% |
| All | +247.6% | -26.3% | +274.0% | +218.2% |
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