-58.0%
JD vs UPST
-93.3%
+35.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.7% |
| 7D | +7.9% | +4.4% | +3.5% | +7.3% |
| 30D | +4.8% | -7.7% | +12.4% | +5.5% |
| 3M | -13.9% | -28.4% | +14.5% | -11.1% |
| 6M | -5.8% | -23.2% | +17.4% | -4.1% |
| YTD | +2.4% | -49.1% | +51.5% | +8.2% |
| 1Y | -7.5% | -42.4% | +34.8% | -4.0% |
| 3Y | +20.9% | +5.4% | +15.5% | +2.2% |
| 5Y | -58.0% | -92.9% | +34.9% | -60.3% |
| All | -58.0% | -93.3% | +35.3% | -60.3% |
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