+112.1%
BKNG vs UPST
-1.6%
+113.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.1% |
| 7D | -9.8% | -8.8% | -1.0% | -9.2% |
| 30D | -17.9% | -12.1% | -5.8% | -17.1% |
| 3M | +6.6% | -19.5% | +26.1% | +8.2% |
| 6M | +1.1% | -6.8% | +7.9% | +1.2% |
| YTD | -18.2% | -41.5% | +23.3% | -15.7% |
| 1Y | -20.2% | -58.9% | +38.7% | -16.0% |
| 3Y | +39.9% | -15.2% | +55.0% | +34.2% |
| 5Y | +93.1% | -90.5% | +183.7% | +83.1% |
| All | +112.1% | -1.6% | +113.7% | +114.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling