-10.4%
UPST vs BB
+147.9%
-158.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.2% |
| 7D | -10.6% | +1.8% | -12.5% | -11.4% |
| 30D | -14.0% | +8.1% | -22.1% | -17.4% |
| 3M | -36.8% | -1.0% | -35.8% | -37.9% |
| 6M | -27.5% | +45.9% | -73.4% | -44.5% |
| YTD | -55.3% | +134.8% | -190.1% | -74.5% |
| 1Y | -47.5% | +104.6% | -152.1% | -67.9% |
| 3Y | -10.4% | +152.8% | -163.3% | -59.3% |
| All | -10.4% | +147.9% | -158.4% | -59.3% |
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