-48.1%
UPST vs BB
+107.0%
-155.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | 0.0% |
| 7D | -12.1% | +7.3% | -19.4% | -13.7% |
| 30D | -13.4% | +11.2% | -24.7% | -16.0% |
| 3M | -31.2% | +4.7% | -35.9% | -32.7% |
| 6M | -28.3% | +51.1% | -79.5% | -36.2% |
| YTD | -53.0% | +148.0% | -201.0% | -68.2% |
| All | -48.1% | +107.0% | -155.2% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling