+132.7%
RF vs UPST
-24.8%
+157.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | +1.9% | -10.6% | +12.6% | +2.9% |
| 30D | +7.3% | -14.0% | +21.3% | +8.6% |
| 3M | -7.9% | -36.8% | +28.9% | -4.3% |
| 6M | +10.5% | -27.5% | +38.0% | +13.0% |
| YTD | +9.6% | -55.3% | +64.9% | +16.2% |
| 1Y | +20.3% | -47.5% | +67.8% | +25.5% |
| 3Y | +119.5% | -10.4% | +130.0% | +109.5% |
| 5Y | +48.2% | -92.6% | +140.8% | +44.8% |
| All | +132.7% | -24.8% | +157.5% | +121.6% |
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