-24.5%
UPST vs URA
+179.9%
-204.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.5% | -2.7% |
| 7D | +4.4% | +4.3% | +0.1% | +1.1% |
| 30D | -7.7% | -11.7% | +4.0% | +0.5% |
| 3M | -28.4% | -23.5% | -4.9% | -14.5% |
| 6M | -23.2% | -37.8% | +14.6% | +5.0% |
| YTD | -49.1% | -19.6% | -29.5% | -44.4% |
| 1Y | -42.4% | -24.8% | -17.6% | -34.2% |
| 3Y | +5.4% | +47.0% | -41.6% | -34.9% |
| 5Y | -92.9% | +35.4% | -128.3% | -95.7% |
| All | -24.5% | +179.9% | -204.4% | -67.9% |
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