-25.7%
UPST vs ARWR
-24.4%
-1.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.7% |
| 7D | -4.9% | -2.9% | -2.0% | -3.6% |
| 30D | -8.9% | -5.4% | -3.5% | -6.6% |
| 3M | -26.3% | -32.2% | +5.9% | -13.3% |
| 6M | -23.7% | -26.5% | +2.8% | -15.3% |
| YTD | -49.9% | -12.4% | -37.5% | -49.5% |
| 1Y | -42.0% | +46.9% | -88.8% | -55.3% |
| 3Y | -25.3% | +116.0% | -141.3% | -61.3% |
| 5Y | -93.4% | -28.0% | -65.4% | -94.6% |
| All | -25.7% | -24.4% | -1.3% | -42.9% |
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