+238.3%
JPM vs UPST
+3.8%
+234.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -1.2% |
| 7D | -0.4% | -1.5% | +1.1% | -0.3% |
| 30D | -1.1% | -13.2% | +12.1% | -0.4% |
| 3M | +14.1% | -13.0% | +27.1% | +14.8% |
| 6M | +23.3% | -2.9% | +26.2% | +22.8% |
| YTD | +11.3% | -38.3% | +49.6% | +13.5% |
| 1Y | +23.0% | -60.5% | +83.4% | +28.1% |
| 3Y | +162.6% | -11.7% | +174.3% | +153.9% |
| 5Y | +152.8% | -90.2% | +242.9% | +144.2% |
| All | +238.3% | +3.8% | +234.5% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling