+32.8%
BROS vs UPST
-4.9%
+37.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +6.1% |
| 7D | +6.3% | -10.6% | +17.0% | +8.8% |
| 30D | -8.3% | -14.0% | +5.6% | -5.5% |
| 3M | -29.8% | -36.8% | +7.1% | -23.1% |
| 6M | -25.8% | -27.5% | +1.7% | -21.4% |
| YTD | -41.4% | -55.3% | +13.9% | -32.9% |
| 1Y | -35.2% | -47.5% | +12.4% | -28.0% |
| 3Y | +32.8% | -10.4% | +43.2% | +25.1% |
| All | +32.8% | -4.9% | +37.7% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling