-61.0%
JD vs UPST
-24.8%
-36.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | -4.1% | -10.6% | +6.5% | -3.2% |
| 30D | +4.6% | -14.0% | +18.6% | +5.9% |
| 3M | -4.7% | -36.8% | +32.1% | -0.9% |
| 6M | -17.4% | -27.5% | +10.2% | -15.7% |
| YTD | +0.7% | -55.3% | +56.0% | +6.7% |
| 1Y | -5.9% | -47.5% | +41.7% | -2.0% |
| 3Y | +18.9% | -10.4% | +29.3% | +6.9% |
| 5Y | -62.9% | -92.6% | +29.7% | -64.0% |
| All | -61.0% | -24.8% | -36.3% | -62.8% |
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