-34.8%
BROS vs UPST
-56.5%
+21.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.4% | +1.2% |
| 7D | -6.7% | -3.5% | -3.1% | -5.7% |
| 30D | -29.1% | -7.1% | -22.0% | -27.6% |
| 3M | -16.7% | -13.1% | -3.6% | -13.7% |
| 6M | -11.6% | -1.1% | -10.5% | -13.2% |
| YTD | -23.9% | -35.9% | +11.9% | -18.5% |
| 1Y | -34.8% | -57.4% | +22.6% | -31.5% |
| All | -34.8% | -56.5% | +21.7% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling