-33.6%
UPST vs JAAA
+29.6%
-63.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +1.9% |
| 7D | -10.6% | +0.1% | -10.7% | -11.1% |
| 30D | -14.0% | +0.4% | -14.4% | -15.8% |
| 3M | -36.8% | +1.2% | -38.0% | -40.5% |
| 6M | -27.5% | +2.3% | -29.8% | -35.3% |
| YTD | -55.3% | +4.0% | -59.3% | -63.0% |
| 1Y | -47.5% | +4.8% | -52.4% | -58.1% |
| 3Y | -10.4% | +18.4% | -28.9% | -47.9% |
| 5Y | -92.6% | +27.5% | -120.1% | -96.1% |
| All | -33.6% | +29.6% | -63.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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