-58.8%
W vs UPST
-21.5%
-37.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.5% | -1.2% |
| 7D | +1.1% | -4.5% | +5.6% | +2.7% |
| 30D | +6.4% | -15.3% | +21.7% | +11.9% |
| 3M | +9.0% | -32.4% | +41.4% | +22.3% |
| 6M | +69.8% | -29.5% | +99.3% | +88.8% |
| YTD | +12.1% | -53.3% | +65.4% | +38.3% |
| 1Y | 0.0% | -47.4% | +47.4% | +18.2% |
| 3Y | +160.3% | -2.2% | +162.5% | +118.2% |
| 5Y | -53.3% | -92.0% | +38.7% | -50.7% |
| All | -58.8% | -21.5% | -37.3% | -66.4% |
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