+82.9%
BHP vs UPST
-11.9%
+94.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.6% |
| 30D | +3.4% | -7.1% | +10.5% | +3.9% |
| 3M | +4.1% | -13.1% | +17.1% | +5.0% |
| 6M | +20.6% | -1.1% | +21.7% | +20.1% |
| YTD | +56.1% | -35.9% | +91.9% | +59.4% |
| 1Y | +69.6% | -57.4% | +127.0% | +77.3% |
| All | +82.9% | -11.9% | +94.8% | +73.1% |
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 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