+252.5%
JCI vs UPST
+7.9%
+244.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -1.4% | -13.1% | +11.7% | -0.7% |
| 6M | +4.1% | -1.1% | +5.2% | +3.6% |
| YTD | +21.7% | -35.9% | +57.6% | +24.2% |
| 1Y | +36.1% | -57.4% | +93.6% | +42.0% |
| 3Y | +154.4% | -14.9% | +169.3% | +144.0% |
| 5Y | +112.0% | -88.7% | +200.7% | +104.5% |
| All | +252.5% | +7.9% | +244.6% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling