+212.3%
BMNR vs UPST
-50.7%
+263.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +2.4% |
| 7D | -8.5% | -12.0% | +3.5% | +1.0% |
| 30D | +33.8% | -16.0% | +49.8% | +52.7% |
| 3M | +54.7% | -17.2% | +71.9% | +75.8% |
| 6M | +16.7% | -10.9% | +27.6% | +22.2% |
| YTD | -10.9% | -42.6% | +31.7% | +34.1% |
| 1Y | -46.9% | -59.8% | +12.9% | +10.5% |
| All | +212.3% | -50.7% | +263.1% | +588.1% |
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 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