+98.8%
JCI vs UPST
-93.6%
+192.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.9% |
| 3M | -12.4% | -26.3% | +13.9% | -10.4% |
| 6M | -5.1% | -23.7% | +18.6% | -3.6% |
| YTD | +13.7% | -49.9% | +63.7% | +18.7% |
| 1Y | +11.4% | -42.0% | +53.4% | +14.6% |
| 3Y | +175.9% | -25.3% | +201.2% | +163.6% |
| All | +98.8% | -93.6% | +192.4% | +99.5% |
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 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