+37.0%
LOW vs UPST
+3.8%
+33.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.5% |
| 7D | +0.4% | -1.5% | +1.9% | +0.5% |
| 30D | -10.1% | -13.2% | +3.1% | -9.3% |
| 3M | -2.9% | -13.0% | +10.1% | -2.0% |
| 6M | -19.4% | -2.9% | -16.5% | -19.6% |
| YTD | -15.4% | -38.3% | +22.9% | -13.4% |
| 1Y | -24.9% | -60.5% | +35.5% | -21.2% |
| 3Y | -7.8% | -11.7% | +3.9% | -12.6% |
| 5Y | +8.4% | -90.2% | +98.6% | +2.2% |
| All | +37.0% | +3.8% | +33.2% | +25.9% |
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 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