+64.7%
BLK vs UPST
-16.7%
+81.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.7% |
| 7D | -2.7% | -8.1% | +5.4% | -1.8% |
| 30D | -4.8% | -14.3% | +9.5% | -3.2% |
| 3M | +6.5% | -16.6% | +23.1% | +8.2% |
| 6M | +13.1% | -7.3% | +20.4% | +13.1% |
| YTD | +1.8% | -40.8% | +42.6% | +6.1% |
| 1Y | -1.0% | -62.4% | +61.5% | +7.3% |
| All | +64.7% | -16.7% | +81.4% | +52.7% |
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