-14.8%
UPST vs BR
+26.1%
-40.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.1% |
| 7D | -12.0% | -6.0% | -6.0% | -6.2% |
| 30D | -16.0% | -0.9% | -15.2% | -15.4% |
| 3M | -17.2% | +16.4% | -33.5% | -31.3% |
| 6M | -10.9% | -8.2% | -2.7% | -4.1% |
| YTD | -42.6% | -23.2% | -19.4% | -24.7% |
| 1Y | -59.8% | -30.9% | -28.9% | -39.8% |
| 3Y | -17.9% | -5.0% | -12.9% | -20.2% |
| 5Y | -90.7% | +8.8% | -99.5% | -92.7% |
| All | -14.8% | +26.1% | -40.9% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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