-33.6%
UPST vs ARWR
-37.9%
+4.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.6% |
| 7D | -10.6% | -17.8% | +7.2% | -3.5% |
| 30D | -14.0% | -18.1% | +4.2% | -6.8% |
| 3M | -36.8% | -44.2% | +7.3% | -19.8% |
| 6M | -27.5% | -38.6% | +11.1% | -13.4% |
| YTD | -55.3% | -28.0% | -27.2% | -51.3% |
| 1Y | -47.5% | +16.1% | -63.7% | -55.6% |
| 3Y | -10.4% | +84.0% | -94.4% | -51.0% |
| 5Y | -92.6% | -35.4% | -57.2% | -93.7% |
| All | -33.6% | -37.9% | +4.3% | -44.9% |
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