+31.2%
BLK vs UPST
-90.4%
+121.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | +6.5% | -16.6% | +23.1% | +8.2% |
| 6M | +13.2% | -7.3% | +20.4% | +13.1% |
| YTD | +1.8% | -40.8% | +42.6% | +6.2% |
| 1Y | -1.0% | -62.4% | +61.5% | +7.5% |
| 3Y | +66.0% | -15.3% | +81.3% | +53.3% |
| 5Y | +31.2% | -91.1% | +122.3% | +28.0% |
| All | +31.2% | -90.4% | +121.7% | +28.0% |
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