-12.3%
UPST vs BAH
-27.1%
+14.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.3% | -6.7% |
| 7D | -13.5% | -3.2% | -10.3% | -12.5% |
| 30D | -19.6% | +19.5% | -39.2% | -25.0% |
| 3M | -34.2% | +11.1% | -45.3% | -37.0% |
| 6M | -31.2% | +16.3% | -47.5% | -35.7% |
| YTD | -56.2% | +4.8% | -61.0% | -57.5% |
| 1Y | -51.7% | +4.9% | -56.6% | -53.2% |
| All | -12.3% | -27.1% | +14.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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