-49.4%
UPST vs BG
+7.2%
-56.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +10.1% |
| 7D | -3.1% | -3.8% | +0.6% | -4.5% |
| 30D | -4.0% | -9.6% | +5.6% | -7.3% |
| 3M | -22.9% | -8.5% | -14.4% | -25.2% |
| 6M | -27.1% | -23.0% | -4.1% | -31.5% |
| YTD | -46.5% | +10.9% | -57.4% | -54.5% |
| 1Y | -49.4% | +6.0% | -55.4% | -56.4% |
| All | -49.4% | +7.2% | -56.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling