-51.7%
UPST vs BB
+100.9%
-152.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.1% |
| 7D | -13.5% | +9.0% | -22.5% | -15.4% |
| 30D | -19.6% | +7.7% | -27.3% | -21.3% |
| 3M | -34.2% | +4.0% | -38.2% | -35.5% |
| 6M | -31.2% | +46.6% | -77.8% | -38.2% |
| YTD | -56.2% | +140.6% | -196.8% | -70.1% |
| 1Y | -51.7% | +103.1% | -154.8% | -64.6% |
| All | -51.7% | +100.9% | -152.5% | -64.6% |
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 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