+403.3%
URI vs UPST
-24.8%
+428.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +6.7% | -10.6% | +17.4% | +7.9% |
| 30D | +8.9% | -14.0% | +22.8% | +10.3% |
| 3M | +0.5% | -36.8% | +37.4% | +4.9% |
| 6M | +20.7% | -27.5% | +48.2% | +23.8% |
| YTD | +40.0% | -55.3% | +95.3% | +49.4% |
| 1Y | +34.4% | -47.5% | +81.9% | +41.0% |
| 3Y | +149.5% | -10.4% | +159.9% | +137.7% |
| 5Y | +205.6% | -92.6% | +298.2% | +201.6% |
| All | +403.3% | -24.8% | +428.1% | +368.9% |
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