+288.8%
UMC vs UPST
-0.4%
+289.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.3% |
| 7D | +13.6% | -8.1% | +21.7% | +14.3% |
| 30D | +20.8% | -14.3% | +35.1% | +22.1% |
| 3M | +16.1% | -16.6% | +32.8% | +17.7% |
| 6M | +137.3% | -7.3% | +144.6% | +137.8% |
| YTD | +193.8% | -40.8% | +234.6% | +202.9% |
| 1Y | +236.1% | -62.4% | +298.5% | +257.2% |
| 3Y | +267.1% | -15.3% | +282.4% | +243.9% |
| 5Y | +145.3% | -91.1% | +236.3% | +129.8% |
| All | +288.8% | -0.4% | +289.2% | +257.5% |
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