-14.8%
UPST vs TRU
-20.1%
+5.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -2.9% |
| 7D | -12.0% | -9.4% | -2.6% | -2.6% |
| 30D | -16.0% | -4.1% | -11.9% | -12.7% |
| 3M | -17.2% | +13.6% | -30.7% | -30.3% |
| 6M | -10.9% | +3.6% | -14.4% | -18.8% |
| YTD | -42.6% | -9.8% | -32.8% | -40.0% |
| 1Y | -59.8% | -13.6% | -46.1% | -56.6% |
| 3Y | -17.9% | -2.0% | -15.9% | -27.3% |
| 5Y | -90.7% | -35.8% | -54.9% | -84.4% |
| All | -14.8% | -20.1% | +5.3% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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