-91.6%
UPST vs BR
+18.8%
-110.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -25.7% |
| 3M | -36.8% | +12.4% | -49.3% | -44.7% |
| 6M | -27.5% | +35.4% | -63.0% | -50.0% |
| YTD | -55.3% | -12.2% | -43.1% | -48.7% |
| 1Y | -47.5% | -12.7% | -34.8% | -39.3% |
| 3Y | -10.4% | +14.3% | -24.7% | -32.2% |
| All | -91.6% | +18.8% | -110.4% | -94.7% |
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