-90.7%
UPST vs BR
+7.9%
-98.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.4% | -1.2% |
| 7D | -1.5% | -5.9% | +4.5% | +5.0% |
| 30D | -13.2% | +1.9% | -15.1% | -15.3% |
| 3M | -13.0% | +14.7% | -27.6% | -26.9% |
| 6M | -2.9% | -12.8% | +9.9% | +11.3% |
| YTD | -38.3% | -23.0% | -15.3% | -18.4% |
| 1Y | -60.5% | -31.7% | -28.8% | -38.8% |
| 3Y | -11.7% | -4.8% | -7.0% | -15.9% |
| All | -90.7% | +7.9% | -98.6% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling