+180.8%
NDAQ vs UPST
-21.5%
+202.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +1.9% |
| 7D | +2.9% | -4.5% | +7.3% | +3.1% |
| 30D | +17.5% | -15.3% | +32.8% | +18.5% |
| 3M | +15.4% | -32.4% | +47.9% | +18.0% |
| 6M | +24.6% | -29.5% | +54.1% | +26.8% |
| YTD | +14.4% | -53.3% | +67.7% | +18.8% |
| 1Y | +26.9% | -47.4% | +74.3% | +30.7% |
| 3Y | +119.8% | -2.2% | +122.0% | +111.2% |
| 5Y | +70.5% | -92.0% | +162.5% | +67.1% |
| All | +180.8% | -21.5% | +202.3% | +158.0% |
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