+22.0%
UL vs UPST
-14.4%
+36.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.9% |
| 7D | +0.3% | +4.4% | -4.2% | +0.2% |
| 30D | +7.0% | -7.7% | +14.7% | +7.0% |
| 3M | +5.8% | -28.4% | +34.2% | +6.0% |
| 6M | +16.1% | -23.2% | +39.3% | +16.3% |
| YTD | +4.5% | -49.1% | +53.6% | +4.9% |
| 1Y | -1.3% | -42.4% | +41.1% | -1.0% |
| 3Y | +35.0% | +5.4% | +29.6% | +33.3% |
| 5Y | +31.9% | -92.9% | +124.8% | +30.2% |
| All | +22.0% | -14.4% | +36.4% | +24.7% |
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