+42.2%
T vs UPST
-24.8%
+66.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +2.5% | -10.6% | +13.2% | +2.7% |
| 30D | -3.8% | -14.0% | +10.2% | -3.6% |
| 3M | -8.7% | -36.8% | +28.1% | -8.3% |
| 6M | -8.1% | -27.5% | +19.4% | -7.9% |
| YTD | -6.4% | -55.3% | +48.8% | -5.8% |
| 1Y | -9.8% | -47.5% | +37.8% | -9.4% |
| 3Y | +65.5% | -10.4% | +75.9% | +62.6% |
| 5Y | +57.0% | -92.6% | +149.5% | +51.8% |
| All | +42.2% | -24.8% | +66.9% | +44.7% |
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