-4.8%
UPST vs BG
+112.8%
-117.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.3% |
| 7D | -3.5% | +2.8% | -6.3% | -4.4% |
| 30D | -7.1% | +12.0% | -19.2% | -10.5% |
| 3M | -13.1% | -7.7% | -5.4% | -11.5% |
| 6M | -1.1% | +4.5% | -5.6% | -4.5% |
| YTD | -35.9% | +35.7% | -71.5% | -44.2% |
| 1Y | -57.4% | +50.1% | -107.5% | -64.7% |
| 3Y | -14.9% | +12.6% | -27.5% | -22.2% |
| 5Y | -88.7% | +75.4% | -164.1% | -92.2% |
| All | -4.8% | +112.8% | -117.7% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling