-65.7%
U vs UPST
-21.5%
-44.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | +0.2% |
| 7D | +24.4% | -4.5% | +28.8% | +25.5% |
| 30D | +7.4% | -15.3% | +22.7% | +12.0% |
| 3M | +16.8% | -32.4% | +49.2% | +29.2% |
| 6M | +78.8% | -29.5% | +108.3% | +94.7% |
| YTD | +14.0% | -53.3% | +67.3% | +39.9% |
| 1Y | +16.7% | -47.4% | +64.1% | +38.0% |
| 3Y | +86.4% | -2.2% | +88.6% | +56.9% |
| 5Y | -71.5% | -92.0% | +20.6% | -70.1% |
| All | -65.7% | -21.5% | -44.2% | -69.2% |
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