+93.1%
BKNG vs UPST
-91.3%
+184.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | -10.7% | -12.0% | +1.3% | -9.4% |
| 30D | -18.1% | -16.0% | -2.1% | -16.6% |
| 3M | +8.5% | -17.2% | +25.7% | +10.5% |
| 6M | -0.1% | -10.9% | +10.8% | +0.5% |
| YTD | -18.2% | -42.6% | +24.4% | -14.4% |
| 1Y | -19.9% | -59.8% | +39.9% | -13.6% |
| 3Y | +41.6% | -17.9% | +59.5% | +32.0% |
| 5Y | +93.1% | -90.7% | +183.8% | +106.1% |
| All | +93.1% | -91.3% | +184.4% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling