+176.6%
URI vs UPST
-93.2%
+269.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.3% | -1.8% | -6.4% |
| 7D | -12.9% | -10.9% | -2.1% | -11.8% |
| 30D | -3.4% | -7.2% | +3.8% | -2.7% |
| 3M | -10.0% | -26.7% | +16.7% | -6.8% |
| 6M | +12.2% | -29.0% | +41.2% | +16.1% |
| YTD | +29.8% | -49.4% | +79.1% | +38.8% |
| 1Y | +24.6% | -47.0% | +71.6% | +32.1% |
| 3Y | +137.6% | -27.0% | +164.6% | +123.8% |
| 5Y | +176.6% | -93.3% | +269.9% | +189.1% |
| All | +176.6% | -93.2% | +269.8% | +189.1% |
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