-24.5%
UPST vs ARWR
-36.0%
+11.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.3% | +17.0% | +8.2% |
| 7D | +4.4% | -17.3% | +21.8% | +12.5% |
| 30D | -7.7% | -21.5% | +13.9% | +1.7% |
| 3M | -28.4% | -43.8% | +15.4% | -9.5% |
| 6M | -23.2% | -32.3% | +9.1% | -12.3% |
| YTD | -49.1% | -25.8% | -23.3% | -45.3% |
| 1Y | -42.4% | +25.5% | -67.9% | -52.9% |
| 3Y | +5.4% | +84.1% | -78.8% | -42.3% |
| 5Y | -92.9% | -39.2% | -53.7% | -93.8% |
| All | -24.5% | -36.0% | +11.5% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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