+126.1%
BHP vs UPST
+7.9%
+118.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -2.9% | -3.5% | +0.6% | -2.7% |
| 30D | +3.4% | -7.1% | +10.5% | +3.7% |
| 3M | +4.1% | -13.1% | +17.1% | +4.7% |
| 6M | +20.6% | -1.1% | +21.7% | +20.3% |
| YTD | +56.1% | -35.9% | +91.9% | +58.3% |
| 1Y | +69.6% | -57.4% | +127.0% | +74.6% |
| 3Y | +78.8% | -14.9% | +93.7% | +73.2% |
| 5Y | +113.1% | -88.7% | +201.7% | +105.3% |
| All | +126.1% | +7.9% | +118.2% | +104.3% |
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