-25.3%
UPST vs BB
+132.4%
-157.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -3.2% |
| 7D | -4.9% | +3.8% | -8.7% | -6.4% |
| 30D | -8.9% | -0.3% | -8.5% | -9.3% |
| 3M | -26.3% | -0.5% | -25.9% | -27.7% |
| 6M | -23.7% | +45.9% | -69.6% | -41.8% |
| YTD | -49.9% | +130.6% | -180.5% | -71.3% |
| 1Y | -42.0% | +89.2% | -131.2% | -63.0% |
| 3Y | -25.3% | +137.5% | -162.8% | -61.9% |
| All | -25.3% | +132.4% | -157.7% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling