+61.5%
XRT vs UPST
-20.9%
+82.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -1.4% | -12.1% | +10.6% | -0.1% |
| 30D | +9.8% | -13.4% | +23.2% | +11.3% |
| 3M | +3.3% | -31.2% | +34.5% | +7.1% |
| 6M | +13.6% | -28.3% | +41.9% | +16.9% |
| YTD | +9.1% | -53.0% | +62.0% | +16.3% |
| 1Y | +15.1% | -47.2% | +62.2% | +21.0% |
| 3Y | +59.9% | -1.5% | +61.4% | +47.3% |
| 5Y | -1.7% | -91.6% | +89.9% | -6.7% |
| All | +61.5% | -20.9% | +82.4% | +47.7% |
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