-57.2%
W vs UPST
-14.4%
-42.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.1% |
| 7D | +3.3% | +4.4% | -1.1% | +2.2% |
| 30D | +10.5% | -7.7% | +18.2% | +13.3% |
| 3M | +9.6% | -28.4% | +38.1% | +21.0% |
| 6M | +76.4% | -23.2% | +99.6% | +91.2% |
| YTD | +16.4% | -49.1% | +65.5% | +40.1% |
| 1Y | +9.3% | -42.4% | +51.7% | +25.9% |
| 3Y | +172.8% | +5.4% | +167.5% | +123.7% |
| 5Y | -53.4% | -92.9% | +39.5% | -51.1% |
| All | -57.2% | -14.4% | -42.8% | -66.0% |
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