-14.8%
UPST vs BB
-9.7%
-5.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.3% | -1.8% |
| 7D | -12.0% | -2.1% | -9.9% | -11.2% |
| 30D | -16.0% | -16.0% | 0.0% | -9.5% |
| 3M | -17.2% | -14.5% | -2.6% | -13.9% |
| 6M | -10.9% | +118.6% | -129.4% | -43.3% |
| YTD | -42.6% | +98.9% | -141.5% | -61.7% |
| 1Y | -59.8% | +99.5% | -159.3% | -73.6% |
| 3Y | -17.9% | +65.4% | -83.2% | -44.1% |
| 5Y | -90.7% | -27.6% | -63.1% | -91.9% |
| All | -14.8% | -9.7% | -5.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling