+39.1%
BKNG vs UPST
-16.7%
+55.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.4% |
| 7D | -13.1% | -8.1% | -5.0% | -12.3% |
| 30D | -18.5% | -14.3% | -4.2% | -17.2% |
| 3M | +5.8% | -16.6% | +22.4% | +7.7% |
| 6M | -2.1% | -7.3% | +5.2% | -1.9% |
| YTD | -18.6% | -40.8% | +22.1% | -15.3% |
| 1Y | -21.7% | -62.4% | +40.8% | -15.5% |
| All | +39.1% | -16.7% | +55.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling