-64.0%
U vs UPST
-24.8%
-39.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +2.6% | -10.6% | +13.2% | +5.7% |
| 30D | +27.6% | -14.0% | +41.5% | +32.2% |
| 3M | +15.3% | -36.8% | +52.2% | +30.0% |
| 6M | +96.4% | -27.5% | +123.9% | +112.1% |
| YTD | +19.6% | -55.3% | +74.8% | +48.4% |
| 1Y | +42.1% | -47.5% | +89.7% | +68.1% |
| 3Y | +87.5% | -10.4% | +98.0% | +61.6% |
| 5Y | -73.1% | -92.6% | +19.5% | -71.5% |
| All | -64.0% | -24.8% | -39.2% | -67.3% |
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