-90.2%
UPST vs JAAA
+26.4%
-116.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -1.5% | +0.1% | -1.6% | -2.1% |
| 30D | -13.2% | +0.5% | -13.7% | -15.4% |
| 3M | -13.0% | +1.2% | -14.2% | -18.7% |
| 6M | -2.9% | +2.8% | -5.7% | -17.0% |
| YTD | -38.3% | +3.2% | -41.5% | -48.0% |
| 1Y | -60.5% | +4.8% | -65.3% | -69.3% |
| 3Y | -11.7% | +19.0% | -30.7% | -53.1% |
| 5Y | -90.2% | +26.8% | -117.0% | -94.9% |
| All | -90.2% | +26.4% | -116.6% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling