+243.2%
JPM vs UPST
+7.9%
+235.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | -3.5% | +3.8% | +0.5% |
| 30D | -0.2% | -7.1% | +7.0% | +0.2% |
| 3M | +15.9% | -13.1% | +29.0% | +16.5% |
| 6M | +20.9% | -1.1% | +22.0% | +20.4% |
| YTD | +12.9% | -35.9% | +48.7% | +14.9% |
| 1Y | +20.3% | -57.4% | +77.7% | +24.7% |
| 3Y | +160.9% | -14.9% | +175.8% | +152.6% |
| 5Y | +154.8% | -88.7% | +243.5% | +145.5% |
| All | +243.2% | +7.9% | +235.3% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling