+232.9%
JPM vs UPST
-24.8%
+257.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.9% |
| 7D | +3.5% | -10.6% | +14.1% | +4.1% |
| 30D | +3.3% | -14.0% | +17.2% | +4.0% |
| 3M | -4.2% | -36.8% | +32.7% | -1.9% |
| 6M | +16.4% | -27.5% | +43.9% | +18.0% |
| YTD | +9.5% | -55.3% | +64.8% | +13.5% |
| 1Y | +14.0% | -47.5% | +61.6% | +17.1% |
| 3Y | +153.1% | -10.4% | +163.5% | +146.0% |
| 5Y | +134.9% | -92.6% | +227.5% | +130.8% |
| All | +232.9% | -24.8% | +257.7% | +229.0% |
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