-33.6%
UPST vs URA
+159.5%
-193.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.3% |
| 7D | -10.6% | -1.5% | -9.1% | -9.6% |
| 30D | -14.0% | -10.4% | -3.6% | -7.1% |
| 3M | -36.8% | -29.6% | -7.2% | -19.9% |
| 6M | -27.5% | -40.3% | +12.7% | +2.2% |
| YTD | -55.3% | -25.5% | -29.8% | -48.4% |
| 1Y | -47.5% | -26.4% | -21.1% | -39.2% |
| 3Y | -10.4% | +31.4% | -41.9% | -39.8% |
| 5Y | -92.6% | +28.6% | -121.2% | -95.3% |
| All | -33.6% | +159.5% | -193.2% | -70.2% |
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