-91.7%
UPST vs URA
+35.5%
-127.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.5% | -4.8% | -5.6% |
| 7D | -4.5% | +0.3% | -4.8% | -4.9% |
| 30D | -15.3% | -14.8% | -0.5% | -4.4% |
| 3M | -32.4% | -25.3% | -7.1% | -16.4% |
| 6M | -29.5% | -39.9% | +10.4% | +2.1% |
| YTD | -53.3% | -22.4% | -30.9% | -47.8% |
| 1Y | -47.4% | -29.0% | -18.4% | -36.9% |
| 3Y | -2.2% | +41.0% | -43.2% | -46.1% |
| All | -91.7% | +35.5% | -127.2% | -95.7% |
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