+403.0%
P vs UPST
-26.3%
+429.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.9% | +10.2% | +4.3% |
| 7D | +17.8% | -13.5% | +31.3% | +20.1% |
| 30D | -29.9% | -19.6% | -10.2% | -27.8% |
| 3M | -1.2% | -34.2% | +33.0% | +4.3% |
| 6M | +32.1% | -31.2% | +63.3% | +38.1% |
| YTD | +64.3% | -56.2% | +120.5% | +80.5% |
| 1Y | +24.3% | -51.7% | +75.9% | +34.2% |
| 3Y | +203.2% | -8.2% | +211.5% | +186.0% |
| 5Y | +290.4% | -92.8% | +383.2% | +301.2% |
| All | +403.0% | -26.3% | +429.3% | +341.6% |
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