-57.9%
UPST vs BIYA
-99.9%
+42.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -4.9% | -10.5% | +5.6% | -4.9% |
| 30D | -8.9% | -51.7% | +42.9% | -9.0% |
| 3M | -26.3% | -60.8% | +34.5% | -26.4% |
| 6M | -23.7% | -90.6% | +66.9% | -23.8% |
| YTD | -49.9% | -97.1% | +47.2% | -49.2% |
| 1Y | -42.0% | -99.1% | +57.1% | -39.9% |
| All | -57.9% | -99.9% | +42.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling