-90.2%
UPST vs INDA
+7.2%
-97.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -0.6% |
| 7D | -1.5% | -1.0% | -0.5% | +0.5% |
| 30D | -13.2% | -2.5% | -10.7% | -8.5% |
| 3M | -13.0% | +4.0% | -16.9% | -19.1% |
| 6M | -2.9% | -1.8% | -1.1% | +1.5% |
| YTD | -38.3% | -9.2% | -29.1% | -24.7% |
| 1Y | -60.5% | -7.2% | -53.3% | -54.1% |
| 3Y | -11.7% | +9.8% | -21.6% | -34.4% |
| 5Y | -90.2% | +7.5% | -97.7% | -91.7% |
| All | -90.2% | +7.2% | -97.3% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling