-3.1%
BAC vs UPST
-48.7%
+45.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.3% | +8.5% | +1.4% |
| 7D | +2.1% | -4.5% | +6.5% | +2.6% |
| 30D | -6.7% | -15.3% | +8.6% | -4.8% |
| 3M | -20.2% | -32.4% | +12.2% | -16.6% |
| 6M | -0.2% | -29.5% | +29.3% | +2.9% |
| YTD | -6.4% | -53.3% | +47.0% | +1.5% |
| 1Y | -3.1% | -47.4% | +44.2% | +1.3% |
| All | -3.1% | -48.7% | +45.5% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling