+61.6%
XRT vs UPST
-21.5%
+83.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.5% |
| 7D | +4.1% | -4.5% | +8.6% | +4.6% |
| 30D | +9.9% | -15.3% | +25.2% | +11.7% |
| 3M | +2.3% | -32.4% | +34.7% | +6.3% |
| 6M | +9.6% | -29.5% | +39.1% | +13.0% |
| YTD | +9.1% | -53.3% | +62.5% | +16.5% |
| 1Y | +16.2% | -47.4% | +63.6% | +22.3% |
| 3Y | +60.1% | -2.2% | +62.3% | +47.5% |
| 5Y | -0.5% | -92.0% | +91.6% | -5.4% |
| All | +61.6% | -21.5% | +83.1% | +47.9% |
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