+229.7%
JPM vs UPST
-26.3%
+256.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | +0.2% |
| 7D | +1.6% | -13.5% | +15.1% | +2.4% |
| 30D | +3.4% | -19.6% | +23.1% | +4.6% |
| 3M | -5.7% | -34.2% | +28.5% | -3.6% |
| 6M | +13.5% | -31.2% | +44.7% | +15.4% |
| YTD | +8.4% | -56.2% | +64.7% | +12.6% |
| 1Y | +9.1% | -51.7% | +60.7% | +12.5% |
| 3Y | +149.5% | -8.2% | +157.7% | +142.3% |
| 5Y | +132.6% | -92.8% | +225.3% | +128.8% |
| All | +229.7% | -26.3% | +256.0% | +226.2% |
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