-57.9%
JD vs UPST
-93.2%
+35.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.6% | +3.9% |
| 7D | +11.7% | -10.9% | +22.6% | +13.0% |
| 30D | +8.1% | -7.2% | +15.3% | +8.8% |
| 3M | -12.0% | -26.7% | +14.7% | -9.3% |
| 6M | -3.5% | -29.0% | +25.5% | -1.0% |
| YTD | +3.3% | -49.4% | +52.7% | +9.3% |
| 1Y | -7.4% | -47.0% | +39.5% | -3.0% |
| 3Y | +16.6% | -27.0% | +43.6% | +3.3% |
| 5Y | -57.9% | -93.3% | +35.5% | -61.7% |
| All | -57.9% | -93.2% | +35.3% | -61.7% |
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