+223.1%
BMNR vs UPST
-49.8%
+272.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.5% | +1.9% |
| 7D | +0.2% | -8.8% | +9.0% | +7.6% |
| 30D | +39.9% | -12.1% | +52.0% | +54.1% |
| 3M | +51.5% | -19.5% | +71.0% | +76.2% |
| 6M | +18.9% | -6.8% | +25.8% | +20.1% |
| YTD | -7.8% | -41.5% | +33.7% | +36.6% |
| 1Y | -47.6% | -58.9% | +11.2% | +7.1% |
| All | +223.1% | -49.8% | +272.8% | +601.1% |
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