+42.5%
BLK vs UPST
-91.7%
+134.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.2% | -12.1% | +12.2% | +1.5% |
| 30D | +13.1% | -13.4% | +26.6% | +14.7% |
| 3M | +7.3% | -31.2% | +38.5% | +11.3% |
| 6M | +14.6% | -28.3% | +43.0% | +17.9% |
| YTD | +16.5% | -53.0% | +69.4% | +24.3% |
| 1Y | +15.4% | -47.2% | +62.5% | +21.4% |
| 3Y | +97.2% | -1.5% | +98.6% | +80.1% |
| All | +42.5% | -91.7% | +134.2% | +44.1% |
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