+342.0%
P vs UPST
-15.8%
+357.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.7% | +3.7% |
| 7D | -23.8% | -4.9% | -18.9% | -23.2% |
| 30D | -36.6% | -8.9% | -27.8% | -35.8% |
| 3M | +10.9% | -26.3% | +37.2% | +15.3% |
| 6M | +30.0% | -23.7% | +53.7% | +34.0% |
| YTD | +44.4% | -49.9% | +94.3% | +55.9% |
| 1Y | +3.9% | -42.0% | +45.9% | +9.6% |
| 3Y | +176.6% | -25.3% | +201.9% | +164.8% |
| 5Y | +249.3% | -93.4% | +342.7% | +257.4% |
| All | +342.0% | -15.8% | +357.8% | +281.4% |
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