-63.5%
JD vs UPST
-92.2%
+28.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -0.5% |
| 7D | -4.0% | -13.5% | +9.5% | -2.5% |
| 30D | +2.7% | -19.6% | +22.3% | +4.9% |
| 3M | -13.0% | -34.2% | +21.2% | -9.3% |
| 6M | -12.7% | -31.2% | +18.5% | -10.1% |
| YTD | -0.8% | -56.2% | +55.4% | +6.6% |
| 1Y | -8.9% | -51.7% | +42.8% | -3.5% |
| 3Y | +17.0% | -8.2% | +25.3% | 0.0% |
| 5Y | -63.5% | -92.8% | +29.3% | -64.7% |
| All | -63.5% | -92.2% | +28.7% | -64.7% |
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