-5.6%
JD vs UPST
-47.3%
+41.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.7% |
| 7D | +13.4% | -4.9% | +18.3% | +13.5% |
| 30D | +7.7% | -8.9% | +16.6% | +7.9% |
| 3M | -11.3% | -26.3% | +15.0% | -10.6% |
| 6M | -5.1% | -23.7% | +18.6% | -5.0% |
| YTD | +5.0% | -49.9% | +55.0% | +6.7% |
| 1Y | -5.6% | -42.0% | +36.3% | -4.6% |
| All | -5.6% | -47.3% | +41.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling