+229.0%
JPM vs UPST
-14.4%
+243.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.2% |
| 7D | +0.4% | +4.4% | -4.0% | +0.2% |
| 30D | +2.7% | -7.7% | +10.4% | +3.1% |
| 3M | -3.8% | -28.4% | +24.6% | -2.2% |
| 6M | +14.3% | -23.2% | +37.5% | +15.5% |
| YTD | +8.2% | -49.1% | +57.3% | +11.4% |
| 1Y | +11.0% | -42.4% | +53.3% | +13.4% |
| 3Y | +152.7% | +5.4% | +147.3% | +143.5% |
| 5Y | +130.8% | -92.9% | +223.7% | +125.6% |
| All | +229.0% | -14.4% | +243.4% | +222.8% |
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