-9.0%
BN vs UPST
-32.6%
+23.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.9% | +5.9% | +0.5% |
| 7D | -0.3% | -13.5% | +13.2% | +2.9% |
| 30D | +13.6% | -19.6% | +33.2% | +18.5% |
| 3M | -6.7% | -34.2% | +27.5% | +1.9% |
| 6M | -9.0% | -31.2% | +22.2% | -4.1% |
| All | -9.0% | -32.6% | +23.6% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling