+35.3%
O vs UPST
-20.9%
+56.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.6% | -12.1% | +12.7% | +0.9% |
| 30D | +9.4% | -13.4% | +22.9% | +9.8% |
| 3M | -2.4% | -31.2% | +28.8% | -1.5% |
| 6M | -1.9% | -28.3% | +26.5% | -1.2% |
| YTD | +10.5% | -53.0% | +63.4% | +12.2% |
| 1Y | +10.0% | -47.2% | +57.2% | +11.2% |
| 3Y | +40.5% | -1.5% | +41.9% | +36.3% |
| 5Y | +10.2% | -91.6% | +101.9% | +6.5% |
| All | +35.3% | -20.9% | +56.2% | +41.2% |
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