+87.9%
BBY vs UPST
-3.8%
+91.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.3% | +6.2% | -0.9% |
| 7D | +10.9% | -4.5% | +15.4% | +11.6% |
| 30D | +19.6% | -15.3% | +35.0% | +22.4% |
| 3M | +27.6% | -32.4% | +60.1% | +34.3% |
| 6M | +79.4% | -29.5% | +109.0% | +87.2% |
| YTD | +61.7% | -53.3% | +115.0% | +76.0% |
| 1Y | +40.3% | -47.4% | +87.7% | +50.2% |
| 3Y | +87.9% | -2.2% | +90.1% | +71.4% |
| All | +87.9% | -3.8% | +91.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling