+212.5%
BMNR vs UPST
-49.2%
+261.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.8% | +0.9% |
| 7D | +5.0% | -8.1% | +13.1% | +12.2% |
| 30D | +33.8% | -14.3% | +48.1% | +50.3% |
| 3M | +49.4% | -16.6% | +66.1% | +69.2% |
| 6M | +17.0% | -7.3% | +24.2% | +18.7% |
| YTD | -10.8% | -40.8% | +30.0% | +31.0% |
| 1Y | -45.7% | -62.4% | +16.7% | +18.7% |
| All | +212.5% | -49.2% | +261.7% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling