-59.8%
UPST vs BG
+52.8%
-112.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -2.8% |
| 7D | -12.0% | +3.7% | -15.7% | -11.1% |
| 30D | -16.0% | +12.3% | -28.4% | -13.4% |
| 3M | -17.2% | -2.2% | -15.0% | -15.9% |
| 6M | -10.9% | +5.3% | -16.2% | -9.1% |
| YTD | -42.6% | +42.4% | -85.0% | -43.0% |
| 1Y | -59.8% | +55.2% | -115.0% | -60.8% |
| All | -59.8% | +52.8% | -112.6% | -60.8% |
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