-47.6%
BMNR vs UPST
-59.3%
+11.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.5% | +2.1% |
| 7D | +0.2% | -8.8% | +9.0% | +6.6% |
| 30D | +39.9% | -12.1% | +52.0% | +52.3% |
| 3M | +51.5% | -19.5% | +71.0% | +72.9% |
| 6M | +18.9% | -6.8% | +25.8% | +20.4% |
| YTD | -7.8% | -41.5% | +33.7% | +27.6% |
| 1Y | -47.6% | -58.9% | +11.2% | -9.4% |
| All | -47.6% | -59.3% | +11.7% | -9.4% |
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 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