+5.4%
UPST vs JAAA
+18.5%
-13.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.4% | +0.1% | +4.4% | +3.6% |
| 30D | -7.7% | +0.4% | -8.1% | -12.3% |
| 3M | -28.4% | +1.1% | -29.6% | -38.2% |
| 6M | -23.2% | +2.3% | -25.4% | -42.4% |
| YTD | -49.1% | +3.9% | -53.0% | -68.5% |
| 1Y | -42.4% | +4.8% | -47.2% | -67.9% |
| 3Y | +5.4% | +18.4% | -13.1% | -79.6% |
| All | +5.4% | +18.5% | -13.1% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling