+124.0%
JPM vs UPST
-93.6%
+217.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -0.8% | -4.9% | +4.2% | -0.4% |
| 30D | +1.5% | -8.9% | +10.4% | +2.1% |
| 3M | -5.7% | -26.3% | +20.7% | -3.8% |
| 6M | +7.2% | -23.7% | +31.0% | +8.7% |
| YTD | +5.8% | -49.9% | +55.8% | +10.1% |
| 1Y | +8.8% | -42.0% | +50.8% | +11.8% |
| 3Y | +147.4% | -25.3% | +172.7% | +138.5% |
| All | +124.0% | -93.6% | +217.6% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling