-12.1%
UPST vs JAAA
+28.6%
-40.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | -8.1% | +0.1% | -8.2% | -8.6% |
| 30D | -14.3% | +0.5% | -14.8% | -16.2% |
| 3M | -16.6% | +1.2% | -17.9% | -21.6% |
| 6M | -7.3% | +2.7% | -10.0% | -18.7% |
| YTD | -40.8% | +3.2% | -44.0% | -49.1% |
| 1Y | -62.4% | +4.8% | -67.2% | -69.9% |
| 3Y | -15.3% | +19.0% | -34.3% | -49.8% |
| 5Y | -91.1% | +26.8% | -117.8% | -95.1% |
| All | -12.1% | +28.6% | -40.7% | -42.7% |
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