-1.4%
BAC vs UPST
-49.8%
+48.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | +3.2% | -10.6% | +13.9% | +4.7% |
| 30D | -0.7% | -14.0% | +13.3% | +1.0% |
| 3M | -20.0% | -36.8% | +16.9% | -15.7% |
| 6M | +3.4% | -27.5% | +31.0% | +5.9% |
| YTD | -5.7% | -55.3% | +49.5% | +2.4% |
| 1Y | -1.4% | -47.5% | +46.1% | +3.0% |
| All | -1.4% | -49.8% | +48.4% | +3.0% |
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