-33.6%
UPST vs BR
+44.2%
-77.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.6% |
| 7D | -10.6% | +1.1% | -11.7% | -11.6% |
| 30D | -14.0% | +14.4% | -28.4% | -25.5% |
| 3M | -36.8% | +12.4% | -49.3% | -44.5% |
| 6M | -27.5% | +35.4% | -63.0% | -49.5% |
| YTD | -55.3% | -12.2% | -43.1% | -49.3% |
| 1Y | -47.5% | -12.7% | -34.8% | -40.0% |
| 3Y | -10.4% | +14.3% | -24.7% | -29.9% |
| 5Y | -92.6% | +19.3% | -111.9% | -94.8% |
| All | -33.6% | +44.2% | -77.9% | -65.6% |
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