-12.1%
UPST vs UDR
+14.6%
-26.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -1.8% |
| 7D | -8.1% | -3.3% | -4.8% | -4.5% |
| 30D | -14.3% | -5.6% | -8.7% | -8.5% |
| 3M | -16.6% | -9.4% | -7.2% | -7.5% |
| 6M | -7.3% | -3.0% | -4.3% | -6.2% |
| YTD | -40.8% | -0.4% | -40.4% | -42.2% |
| 1Y | -62.4% | -5.1% | -57.3% | -61.2% |
| 3Y | -15.3% | +4.2% | -19.5% | -20.9% |
| 5Y | -91.1% | -19.5% | -71.5% | -88.9% |
| All | -12.1% | +14.6% | -26.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded UDR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling