-33.6%
UPST vs UDR
+19.0%
-52.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.2% |
| 7D | -10.6% | -0.4% | -10.3% | -10.2% |
| 30D | -14.0% | +7.8% | -21.7% | -20.9% |
| 3M | -36.8% | -2.8% | -34.1% | -34.8% |
| 6M | -27.5% | -1.4% | -26.1% | -27.6% |
| YTD | -55.3% | +3.4% | -58.7% | -58.1% |
| 1Y | -47.5% | +9.9% | -57.4% | -54.6% |
| 3Y | -10.4% | +28.5% | -38.9% | -33.9% |
| 5Y | -92.6% | -20.5% | -72.1% | -91.4% |
| All | -33.6% | +19.0% | -52.6% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling