-24.5%
UPST vs UTHR
+291.3%
-315.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.7% |
| 7D | +4.4% | -2.3% | +6.7% | +5.1% |
| 30D | -7.7% | +6.1% | -13.7% | -9.1% |
| 3M | -28.4% | +8.1% | -36.5% | -30.2% |
| 6M | -23.2% | +3.1% | -26.3% | -24.3% |
| YTD | -49.1% | +19.5% | -68.7% | -52.7% |
| 1Y | -42.4% | +29.7% | -72.1% | -47.8% |
| 3Y | +5.4% | +162.7% | -157.4% | -28.8% |
| 5Y | -92.9% | +192.8% | -285.7% | -95.5% |
| All | -24.5% | +291.3% | -315.8% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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