+11.1%
BBY vs UPST
+7.9%
+3.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.3% |
| 7D | +9.5% | -3.5% | +13.0% | +9.9% |
| 30D | +6.8% | -7.1% | +13.9% | +7.5% |
| 3M | +28.9% | -13.1% | +41.9% | +30.3% |
| 6M | +37.8% | -1.1% | +38.9% | +37.1% |
| YTD | +38.7% | -35.9% | +74.6% | +43.4% |
| 1Y | +23.7% | -57.4% | +81.1% | +32.2% |
| 3Y | +39.1% | -14.9% | +54.0% | +30.7% |
| 5Y | -0.4% | -88.7% | +88.2% | -5.3% |
| All | +11.1% | +7.9% | +3.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling