+56.5%
XRT vs UPST
-15.8%
+72.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +0.9% | -4.9% | +5.8% | +1.4% |
| 30D | +7.9% | -8.9% | +16.8% | +8.9% |
| 3M | -0.2% | -26.3% | +26.1% | +2.8% |
| 6M | +5.6% | -23.7% | +29.3% | +8.0% |
| YTD | +5.7% | -49.9% | +55.6% | +12.0% |
| 1Y | +14.6% | -42.0% | +56.6% | +19.4% |
| 3Y | +50.7% | -25.3% | +76.0% | +41.9% |
| 5Y | -4.8% | -93.4% | +88.6% | -9.8% |
| All | +56.5% | -15.8% | +72.3% | +42.2% |
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