+147.4%
URI vs UPST
-29.4%
+176.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | -9.8% | -4.9% | -4.9% | -9.2% |
| 30D | +1.7% | -8.9% | +10.6% | +2.9% |
| 3M | -9.1% | -26.3% | +17.3% | -5.4% |
| 6M | +9.9% | -23.7% | +33.6% | +13.1% |
| YTD | +31.2% | -49.9% | +81.2% | +42.0% |
| 1Y | +25.9% | -42.0% | +67.9% | +33.0% |
| 3Y | +147.4% | -25.3% | +172.7% | +135.9% |
| All | +147.4% | -29.4% | +176.8% | +135.9% |
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