+179.9%
NDAQ vs UPST
-20.9%
+200.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | 0.0% | -12.1% | +12.0% | +0.8% |
| 30D | +16.3% | -13.4% | +29.8% | +17.2% |
| 3M | +15.8% | -31.2% | +47.0% | +18.3% |
| 6M | +24.8% | -28.3% | +53.2% | +26.9% |
| YTD | +14.1% | -53.0% | +67.1% | +18.4% |
| 1Y | +26.5% | -47.2% | +73.7% | +30.3% |
| 3Y | +119.1% | -1.5% | +120.6% | +110.4% |
| 5Y | +70.9% | -91.6% | +162.6% | +67.4% |
| All | +179.9% | -20.9% | +200.8% | +157.1% |
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