-25.7%
UPST vs URA
+163.6%
-189.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -4.2% |
| 7D | -4.9% | -4.1% | -0.8% | -2.1% |
| 30D | -8.9% | -19.0% | +10.1% | +5.4% |
| 3M | -26.3% | -25.1% | -1.2% | -10.5% |
| 6M | -23.7% | -44.5% | +20.8% | +13.0% |
| YTD | -49.9% | -24.3% | -25.6% | -42.9% |
| 1Y | -42.0% | -28.1% | -13.9% | -31.5% |
| 3Y | -25.3% | +40.7% | -66.0% | -52.1% |
| 5Y | -93.4% | +35.5% | -128.9% | -95.9% |
| All | -25.7% | +163.6% | -189.3% | -67.1% |
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