-20.4%
BKNG vs UPST
-59.3%
+38.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | -10.0% | -8.8% | -1.3% | -8.5% |
| 30D | -18.1% | -12.1% | -6.0% | -16.2% |
| 3M | +6.3% | -19.5% | +25.8% | +10.1% |
| 6M | +0.8% | -6.8% | +7.7% | +0.9% |
| YTD | -18.4% | -41.5% | +23.1% | -13.9% |
| 1Y | -20.4% | -58.9% | +38.5% | -14.2% |
| All | -20.4% | -59.3% | +38.9% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling