+155.3%
JPM vs UPST
-88.8%
+244.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +0.3% | -3.5% | +3.8% | +0.5% |
| 30D | -0.2% | -7.1% | +7.0% | +0.3% |
| 3M | +15.9% | -13.1% | +29.0% | +16.7% |
| 6M | +20.9% | -1.1% | +22.0% | +20.1% |
| YTD | +12.9% | -35.9% | +48.7% | +15.5% |
| 1Y | +20.3% | -57.4% | +77.7% | +26.2% |
| 3Y | +160.9% | -14.9% | +175.8% | +148.8% |
| All | +155.3% | -88.8% | +244.1% | +143.2% |
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 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