-40.8%
BMNR vs UPST
-56.5%
+15.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -3.9% | -4.5% |
| 7D | +4.9% | -3.5% | +8.5% | +7.6% |
| 30D | +35.5% | -7.1% | +42.6% | +42.0% |
| 3M | +39.6% | -13.1% | +52.7% | +51.6% |
| 6M | +18.2% | -1.1% | +19.3% | +15.5% |
| YTD | -8.0% | -35.9% | +27.8% | +18.6% |
| 1Y | -40.8% | -57.4% | +16.6% | -8.9% |
| All | -40.8% | -56.5% | +15.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling