+35.1%
O vs UPST
-14.4%
+49.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | +3.3% | +4.4% | -1.1% | +3.2% |
| 30D | +10.3% | -7.7% | +18.0% | +10.5% |
| 3M | -3.5% | -28.4% | +25.0% | -2.7% |
| 6M | -1.3% | -23.2% | +21.9% | -0.8% |
| YTD | +10.3% | -49.1% | +59.4% | +11.8% |
| 1Y | +10.4% | -42.4% | +52.8% | +11.4% |
| 3Y | +40.0% | +5.4% | +34.6% | +35.7% |
| 5Y | +12.4% | -92.9% | +105.3% | +8.4% |
| All | +35.1% | -14.4% | +49.6% | +40.8% |
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