+10.0%
JPM vs UPST
-44.0%
+54.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.6% | +2.1% |
| 7D | +0.4% | +4.4% | -4.0% | 0.0% |
| 30D | +2.7% | -7.7% | +10.4% | +3.4% |
| 3M | -3.8% | -28.4% | +24.6% | -0.8% |
| 6M | +14.3% | -23.2% | +37.5% | +16.1% |
| YTD | +8.2% | -49.1% | +57.3% | +16.0% |
| All | +10.0% | -44.0% | +54.1% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling