+111.6%
BKNG vs UPST
-1.6%
+113.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -10.0% | -8.8% | -1.3% | -9.4% |
| 30D | -18.1% | -12.1% | -6.0% | -17.3% |
| 3M | +6.3% | -19.5% | +25.8% | +7.9% |
| 6M | +0.8% | -6.8% | +7.7% | +1.0% |
| YTD | -18.4% | -41.5% | +23.1% | -15.9% |
| 1Y | -20.4% | -58.9% | +38.5% | -16.2% |
| 3Y | +39.5% | -15.2% | +54.7% | +33.9% |
| 5Y | +92.7% | -90.5% | +183.2% | +82.7% |
| All | +111.6% | -1.6% | +113.2% | +114.3% |
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 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