+175.9%
JCI vs UPST
-29.4%
+205.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.8% |
| 7D | -9.4% | -4.9% | -4.5% | -9.1% |
| 30D | -13.4% | -8.9% | -4.5% | -12.8% |
| 3M | -12.4% | -26.3% | +13.9% | -10.2% |
| 6M | -5.1% | -23.7% | +18.6% | -3.5% |
| YTD | +13.7% | -49.9% | +63.7% | +19.2% |
| 1Y | +11.4% | -42.0% | +53.4% | +14.8% |
| 3Y | +175.9% | -25.3% | +201.2% | +170.1% |
| All | +175.9% | -29.4% | +205.3% | +170.1% |
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