-21.4%
USAR vs UPST
-55.9%
+34.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.3% | -1.3% | -8.5% |
| 7D | -9.1% | -4.5% | -4.6% | -8.5% |
| 30D | -36.9% | -15.3% | -21.6% | -35.4% |
| 3M | -58.4% | -32.4% | -26.0% | -56.2% |
| 6M | -70.6% | -29.5% | -41.1% | -69.1% |
| YTD | -33.4% | -53.3% | +19.9% | -28.6% |
| 1Y | -54.0% | -47.4% | -6.7% | -50.8% |
| 3Y | -22.7% | -2.2% | -20.5% | -16.6% |
| All | -21.4% | -55.9% | +34.5% | -15.4% |
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