+59.2%
LOW vs UPST
-21.5%
+80.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.5% |
| 7D | +8.7% | -4.5% | +13.2% | +9.0% |
| 30D | +25.5% | -15.3% | +40.8% | +26.8% |
| 3M | +6.6% | -32.4% | +39.0% | +9.3% |
| 6M | +2.4% | -29.5% | +32.0% | +4.5% |
| YTD | -1.7% | -53.3% | +51.6% | +2.4% |
| 1Y | +1.7% | -47.4% | +49.0% | +4.9% |
| 3Y | +26.6% | -2.2% | +28.8% | +19.9% |
| 5Y | +10.1% | -92.0% | +102.2% | +5.7% |
| All | +59.2% | -21.5% | +80.7% | +48.9% |
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