-35.0%
UPST vs BB
+9.2%
-44.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -5.5% |
| 7D | -13.5% | +9.0% | -22.5% | -16.8% |
| 30D | -19.6% | +7.7% | -27.3% | -22.6% |
| 3M | -34.2% | +4.0% | -38.2% | -36.6% |
| 6M | -31.2% | +46.6% | -77.8% | -46.2% |
| YTD | -56.2% | +140.6% | -196.8% | -73.6% |
| 1Y | -51.7% | +103.1% | -154.8% | -68.5% |
| 3Y | -8.2% | +150.5% | -158.8% | -48.4% |
| 5Y | -92.8% | -15.4% | -77.4% | -94.3% |
| All | -35.0% | +9.2% | -44.2% | -32.8% |
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