+52.6%
BHP vs UPST
-4.9%
+57.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -0.5% | -10.6% | +10.1% | +0.3% |
| 30D | -4.5% | -14.0% | +9.5% | -3.6% |
| 3M | -6.9% | -36.8% | +30.0% | -3.9% |
| 6M | -10.6% | -27.5% | +17.0% | -8.7% |
| YTD | +37.2% | -55.3% | +92.5% | +43.6% |
| 1Y | +48.0% | -47.5% | +95.6% | +53.2% |
| 3Y | +52.6% | -10.4% | +63.0% | +42.6% |
| All | +52.6% | -4.9% | +57.5% | +42.6% |
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