-91.6%
UPST vs BB
-17.6%
-74.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.7% |
| 7D | -10.6% | +1.8% | -12.5% | -11.8% |
| 30D | -14.0% | +8.1% | -22.1% | -19.3% |
| 3M | -36.8% | -1.0% | -35.8% | -38.8% |
| 6M | -27.5% | +45.9% | -73.4% | -51.8% |
| YTD | -55.3% | +134.8% | -190.1% | -80.3% |
| 1Y | -47.5% | +104.6% | -152.1% | -74.6% |
| 3Y | -10.4% | +152.8% | -163.3% | -69.2% |
| All | -91.6% | -17.6% | -74.0% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling