+245.0%
JCI vs UPST
-14.4%
+259.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.1% | +4.7% |
| 7D | -3.4% | +4.4% | -7.8% | -3.7% |
| 30D | -10.1% | -7.7% | -2.5% | -9.7% |
| 3M | -6.8% | -28.4% | +21.7% | -4.9% |
| 6M | +2.0% | -23.2% | +25.1% | +3.2% |
| YTD | +19.2% | -49.1% | +68.3% | +23.2% |
| 1Y | +16.7% | -42.4% | +59.1% | +19.5% |
| 3Y | +194.3% | +5.4% | +189.0% | +180.3% |
| 5Y | +103.0% | -92.9% | +196.0% | +99.4% |
| All | +245.0% | -14.4% | +259.5% | +212.8% |
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