+94.6%
BKNG vs UPST
-24.8%
+119.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -0.7% | -10.6% | +10.0% | +0.1% |
| 30D | -0.7% | -14.0% | +13.3% | +0.4% |
| 3M | -25.0% | -36.8% | +11.8% | -22.5% |
| 6M | +3.4% | -27.5% | +31.0% | +5.6% |
| YTD | -25.0% | -55.3% | +30.3% | -21.1% |
| 1Y | -20.7% | -47.5% | +26.9% | -17.7% |
| 3Y | +30.9% | -10.4% | +41.4% | +26.1% |
| 5Y | +66.6% | -92.6% | +159.2% | +60.7% |
| All | +94.6% | -24.8% | +119.4% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling