+163.9%
UMC vs UPST
-24.8%
+188.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.5% |
| 7D | +11.2% | -10.6% | +21.8% | +12.2% |
| 30D | -28.0% | -14.0% | -14.1% | -27.2% |
| 3M | -20.5% | -36.8% | +16.3% | -17.8% |
| 6M | -1.6% | -27.5% | +26.0% | +0.8% |
| YTD | +99.4% | -55.3% | +154.6% | +109.9% |
| 1Y | +120.4% | -47.5% | +168.0% | +128.8% |
| 3Y | +134.2% | -10.4% | +144.7% | +119.5% |
| 5Y | +78.8% | -92.6% | +171.4% | +71.0% |
| All | +163.9% | -24.8% | +188.6% | +147.8% |
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