+25.1%
BROS vs UPST
-89.9%
+115.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.7% |
| 30D | -13.5% | -13.2% | -0.2% | -11.3% |
| 3M | -18.4% | -13.0% | -5.5% | -16.6% |
| 6M | -10.6% | -2.9% | -7.7% | -10.9% |
| YTD | -25.1% | -38.3% | +13.2% | -19.6% |
| 1Y | -28.6% | -60.5% | +31.8% | -18.0% |
| 3Y | +65.6% | -11.7% | +77.3% | +48.6% |
| All | +25.1% | -89.9% | +115.0% | +19.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling