+239.8%
JCI vs UPST
-24.8%
+264.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | +3.2% | -10.6% | +13.8% | +3.9% |
| 30D | -8.6% | -14.0% | +5.4% | -7.8% |
| 3M | -7.7% | -36.8% | +29.1% | -5.1% |
| 6M | -2.6% | -27.5% | +25.0% | -1.0% |
| YTD | +17.4% | -55.3% | +72.6% | +22.3% |
| 1Y | +16.9% | -47.5% | +64.5% | +20.4% |
| 3Y | +186.7% | -10.4% | +197.2% | +175.9% |
| 5Y | +95.4% | -92.6% | +188.0% | +92.9% |
| All | +239.8% | -24.8% | +264.5% | +210.5% |
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 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