-7.2%
JD vs UPST
-47.2%
+39.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.0% | +0.1% |
| 7D | +5.2% | -4.5% | +9.7% | +5.3% |
| 30D | +4.5% | -15.3% | +19.8% | +5.0% |
| 3M | -15.4% | -32.4% | +17.0% | -14.5% |
| 6M | -6.0% | -29.5% | +23.5% | -5.6% |
| YTD | +2.2% | -53.3% | +55.5% | +4.0% |
| All | -7.2% | -47.2% | +39.9% | -5.9% |
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