+157.7%
UMC vs UPST
-21.5%
+179.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +1.7% |
| 7D | -8.3% | -4.5% | -3.8% | -8.0% |
| 30D | -34.5% | -15.3% | -19.2% | -33.7% |
| 3M | -20.0% | -32.4% | +12.5% | -17.6% |
| 6M | -0.7% | -29.5% | +28.8% | +1.8% |
| YTD | +94.7% | -53.3% | +148.0% | +104.4% |
| 1Y | +106.0% | -47.4% | +153.3% | +113.8% |
| 3Y | +124.3% | -2.2% | +126.5% | +108.7% |
| 5Y | +78.0% | -92.0% | +170.0% | +69.4% |
| All | +157.7% | -21.5% | +179.2% | +141.2% |
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