-8.4%
UPST vs URA
+287.2%
-295.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -6.0% |
| 7D | -1.5% | +8.1% | -9.6% | -6.9% |
| 30D | -13.2% | +5.8% | -19.0% | -16.7% |
| 3M | -13.0% | +3.4% | -16.4% | -15.5% |
| 6M | -2.9% | -2.6% | -0.3% | -3.5% |
| YTD | -38.3% | +11.2% | -49.5% | -45.8% |
| 1Y | -60.5% | +19.8% | -80.3% | -68.4% |
| 3Y | -11.7% | +121.5% | -133.2% | -59.4% |
| 5Y | -90.2% | +134.5% | -224.6% | -95.6% |
| All | -8.4% | +287.2% | -295.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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