+116.9%
JCI vs UPST
-88.8%
+205.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.6% | +2.0% |
| 7D | +3.8% | -3.5% | +7.4% | +4.1% |
| 30D | -5.7% | -7.1% | +1.5% | -5.2% |
| 3M | -1.4% | -13.1% | +11.7% | -0.5% |
| 6M | +4.1% | -1.1% | +5.2% | +3.4% |
| YTD | +21.7% | -35.9% | +57.6% | +24.8% |
| 1Y | +36.1% | -57.4% | +93.6% | +43.7% |
| 3Y | +154.4% | -14.9% | +169.3% | +140.1% |
| All | +116.9% | -88.8% | +205.7% | +111.8% |
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 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