+130.0%
BHP vs UPST
+3.8%
+126.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.6% | +1.9% |
| 7D | +1.3% | -1.5% | +2.8% | +1.3% |
| 30D | +4.0% | -13.2% | +17.2% | +4.6% |
| 3M | +12.3% | -13.0% | +25.3% | +12.9% |
| 6M | +30.8% | -2.9% | +33.7% | +30.6% |
| YTD | +58.8% | -38.3% | +97.1% | +61.3% |
| 1Y | +76.8% | -60.5% | +137.3% | +82.7% |
| 3Y | +87.5% | -11.7% | +99.2% | +81.4% |
| 5Y | +123.9% | -90.2% | +214.1% | +116.1% |
| All | +130.0% | +3.8% | +126.2% | +108.2% |
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