+371.6%
URI vs UPST
-15.8%
+387.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.2% |
| 7D | -9.8% | -4.9% | -4.9% | -9.4% |
| 30D | +1.7% | -8.9% | +10.6% | +2.5% |
| 3M | -9.1% | -26.3% | +17.3% | -6.5% |
| 6M | +9.9% | -23.7% | +33.6% | +12.1% |
| YTD | +31.2% | -49.9% | +81.2% | +38.5% |
| 1Y | +25.9% | -42.0% | +67.9% | +30.8% |
| 3Y | +147.4% | -25.3% | +172.7% | +137.7% |
| 5Y | +179.7% | -93.4% | +273.1% | +174.8% |
| All | +371.6% | -15.8% | +387.4% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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