+77.2%
BLK vs UPST
-1.6%
+78.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.3% | +1.5% |
| 7D | -3.3% | -8.8% | +5.5% | -2.6% |
| 30D | -6.5% | -12.1% | +5.5% | -5.6% |
| 3M | +6.7% | -19.5% | +26.3% | +8.4% |
| 6M | +14.7% | -6.8% | +21.6% | +14.7% |
| YTD | +2.5% | -41.5% | +44.0% | +6.0% |
| 1Y | -2.8% | -58.9% | +56.1% | +2.9% |
| 3Y | +65.9% | -15.2% | +81.0% | +57.3% |
| 5Y | +33.0% | -90.5% | +123.5% | +26.6% |
| All | +77.2% | -1.6% | +78.7% | +63.4% |
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