-12.1%
UPST vs BB
-7.2%
-5.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.3% |
| 7D | -8.1% | +1.8% | -9.9% | -8.9% |
| 30D | -14.3% | -12.2% | -2.1% | -9.5% |
| 3M | -16.6% | -12.3% | -4.3% | -14.3% |
| 6M | -7.3% | +122.7% | -130.0% | -41.5% |
| YTD | -40.8% | +104.5% | -145.3% | -60.9% |
| 1Y | -62.4% | +106.7% | -169.1% | -75.8% |
| 3Y | -15.3% | +70.0% | -85.3% | -43.1% |
| 5Y | -91.1% | -27.8% | -63.3% | -92.3% |
| All | -12.1% | -7.2% | -5.0% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling