+16.3%
UL vs UPST
+3.8%
+12.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.3% |
| 30D | +0.9% | -13.2% | +14.1% | +1.0% |
| 3M | +14.2% | -13.0% | +27.2% | +14.3% |
| 6M | -3.2% | -2.9% | -0.3% | -3.2% |
| YTD | -0.3% | -38.3% | +38.0% | -0.1% |
| 1Y | -8.8% | -60.5% | +51.7% | -8.2% |
| 3Y | +23.9% | -11.7% | +35.6% | +22.5% |
| 5Y | +21.4% | -90.2% | +111.5% | +19.7% |
| All | +16.3% | +3.8% | +12.6% | +18.8% |
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