+54.6%
BRO vs UPST
+3.8%
+50.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -4.4% |
| 7D | -5.4% | -1.5% | -3.9% | -5.3% |
| 30D | -4.3% | -13.2% | +8.9% | -3.9% |
| 3M | +17.8% | -13.0% | +30.8% | +18.2% |
| 6M | -6.8% | -2.9% | -3.9% | -7.0% |
| YTD | -13.8% | -38.3% | +24.5% | -12.8% |
| 1Y | -27.8% | -60.5% | +32.6% | -26.1% |
| 3Y | -4.7% | -11.7% | +7.0% | -7.6% |
| 5Y | +20.6% | -90.2% | +110.8% | +15.9% |
| All | +54.6% | +3.8% | +50.8% | +52.8% |
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