+59.2%
XRT vs UPST
-24.8%
+84.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | +1.7% | -10.6% | +12.4% | +2.9% |
| 30D | +7.5% | -14.0% | +21.5% | +9.1% |
| 3M | +2.2% | -36.8% | +39.0% | +7.0% |
| 6M | +14.7% | -27.5% | +42.2% | +17.9% |
| YTD | +7.5% | -55.3% | +62.8% | +15.2% |
| 1Y | +14.1% | -47.5% | +61.7% | +20.1% |
| 3Y | +58.8% | -10.4% | +69.2% | +47.6% |
| 5Y | -3.9% | -92.6% | +88.7% | -8.2% |
| All | +59.2% | -24.8% | +84.0% | +46.3% |
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