-12.1%
UPST vs INDA
+34.0%
-46.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -2.5% |
| 7D | -8.1% | -2.6% | -5.5% | -3.5% |
| 30D | -14.3% | -2.9% | -11.4% | -9.4% |
| 3M | -16.6% | +2.4% | -19.0% | -19.7% |
| 6M | -7.3% | -2.6% | -4.6% | -1.8% |
| YTD | -40.8% | -10.0% | -30.8% | -27.7% |
| 1Y | -62.4% | -7.7% | -54.8% | -56.5% |
| 3Y | -15.3% | +8.9% | -24.2% | -30.8% |
| 5Y | -91.1% | +6.0% | -97.0% | -91.9% |
| All | -12.1% | +34.0% | -46.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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