+129.1%
RF vs UPST
-14.8%
+143.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.7% |
| 7D | -1.6% | -10.9% | +9.2% | -0.7% |
| 30D | +5.0% | -7.2% | +12.2% | +5.6% |
| 3M | -10.0% | -26.7% | +16.7% | -7.7% |
| 6M | +3.3% | -29.0% | +32.3% | +5.8% |
| YTD | +7.9% | -49.4% | +57.3% | +13.1% |
| 1Y | +21.2% | -47.0% | +68.2% | +26.3% |
| 3Y | +105.8% | -27.0% | +132.8% | +98.2% |
| 5Y | +43.7% | -93.3% | +137.1% | +39.5% |
| All | +129.1% | -14.8% | +143.9% | +115.8% |
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