-30.7%
UPST vs INDA
+42.4%
-73.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -9.3% |
| 7D | -4.5% | +6.2% | -10.7% | -14.2% |
| 30D | -15.3% | +12.4% | -27.7% | -31.5% |
| 3M | -32.4% | +3.2% | -35.6% | -36.2% |
| 6M | -29.5% | +3.8% | -33.3% | -33.8% |
| YTD | -53.3% | -4.3% | -49.0% | -49.1% |
| 1Y | -47.4% | -4.5% | -42.9% | -42.5% |
| 3Y | -2.2% | +17.1% | -19.3% | -30.5% |
| 5Y | -92.0% | +11.0% | -103.1% | -93.5% |
| All | -30.7% | +42.4% | -73.1% | -57.3% |
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