+51.7%
BHP vs UPST
-29.4%
+81.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.9% | -4.9% | +5.8% | +1.2% |
| 30D | -6.3% | -8.9% | +2.6% | -5.7% |
| 3M | -7.1% | -26.3% | +19.2% | -5.3% |
| 6M | -3.2% | -23.7% | +20.5% | -1.6% |
| YTD | +37.9% | -49.9% | +87.8% | +43.0% |
| 1Y | +49.7% | -42.0% | +91.7% | +53.6% |
| 3Y | +51.7% | -25.3% | +77.0% | +45.7% |
| All | +51.7% | -29.4% | +81.1% | +45.7% |
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