-84.2%
UPST vs BBAI
-75.5%
-8.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.7% | +0.4% |
| 7D | +4.4% | -5.0% | +9.4% | +5.0% |
| 30D | -7.7% | +2.5% | -10.2% | -8.0% |
| 3M | -28.4% | -25.1% | -3.4% | -25.9% |
| 6M | -23.2% | -41.4% | +18.2% | -18.2% |
| YTD | -49.1% | -54.6% | +5.5% | -44.4% |
| 1Y | -42.4% | -56.9% | +14.5% | -36.9% |
| 3Y | +5.4% | +59.1% | -53.7% | -4.3% |
| 5Y | -92.9% | -75.4% | -17.5% | -92.8% |
| All | -84.2% | -75.5% | -8.7% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling