+199.3%
URI vs UPST
-93.3%
+292.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.6% | +5.2% | +6.7% |
| 7D | -4.0% | +4.4% | -8.4% | -4.6% |
| 30D | +6.8% | -7.7% | +14.5% | +7.7% |
| 3M | -2.8% | -28.4% | +25.6% | +1.0% |
| 6M | +20.9% | -23.2% | +44.0% | +23.9% |
| YTD | +40.2% | -49.1% | +89.4% | +49.9% |
| 1Y | +34.1% | -42.4% | +76.4% | +40.8% |
| 3Y | +164.1% | +5.4% | +158.8% | +140.1% |
| 5Y | +199.3% | -92.9% | +292.2% | +218.3% |
| All | +199.3% | -93.3% | +292.7% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling