+144.6%
URI vs UPST
-28.6%
+173.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.3% | -1.8% | -6.3% |
| 7D | -12.9% | -10.9% | -2.1% | -11.6% |
| 30D | -3.4% | -7.2% | +3.8% | -2.6% |
| 3M | -10.0% | -26.7% | +16.7% | -6.3% |
| 6M | +12.2% | -29.0% | +41.2% | +16.6% |
| YTD | +29.8% | -49.4% | +79.1% | +40.2% |
| 1Y | +24.6% | -47.0% | +71.6% | +33.2% |
| All | +144.6% | -28.6% | +173.2% | +132.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling