-89.3%
UPST vs BB
-30.6%
-58.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | -5.6% | +2.1% | +0.3% |
| 30D | -7.1% | -11.8% | +4.7% | +0.3% |
| 3M | -13.1% | -25.5% | +12.5% | +0.2% |
| 6M | -1.1% | +121.3% | -122.4% | -53.2% |
| YTD | -35.9% | +103.2% | -139.0% | -67.4% |
| 1Y | -57.4% | +102.6% | -160.0% | -79.2% |
| 3Y | -14.9% | +37.5% | -52.4% | -49.4% |
| All | -89.3% | -30.6% | -58.8% | -87.5% |
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