-89.3%
UPST vs URA
+128.0%
-217.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.2% |
| 7D | -3.5% | +1.1% | -4.6% | -4.3% |
| 30D | -7.1% | +7.4% | -14.5% | -11.8% |
| 3M | -13.1% | -8.4% | -4.7% | -7.9% |
| 6M | -1.1% | -12.7% | +11.6% | +6.4% |
| YTD | -35.9% | +7.8% | -43.6% | -42.9% |
| 1Y | -57.4% | +19.5% | -76.9% | -66.5% |
| 3Y | -14.9% | +116.4% | -131.3% | -63.0% |
| All | -89.3% | +128.0% | -217.3% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling