-64.9%
U vs UPST
-14.4%
-50.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.6% |
| 7D | +32.3% | +4.4% | +27.9% | +30.3% |
| 30D | +9.7% | -7.7% | +17.4% | +11.7% |
| 3M | +19.6% | -28.4% | +48.0% | +30.3% |
| 6M | +82.6% | -23.2% | +105.8% | +94.3% |
| YTD | +16.4% | -49.1% | +65.6% | +39.6% |
| 1Y | +28.5% | -42.4% | +70.8% | +48.2% |
| 3Y | +103.8% | +5.4% | +98.4% | +68.1% |
| 5Y | -70.0% | -92.9% | +22.9% | -69.0% |
| All | -64.9% | -14.4% | -50.5% | -69.3% |
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