-4.8%
UPST vs BR
+29.6%
-34.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | +1.9% |
| 7D | -3.5% | -5.3% | +1.7% | +2.0% |
| 30D | -7.1% | +6.4% | -13.6% | -13.4% |
| 3M | -13.1% | +13.6% | -26.7% | -25.8% |
| 6M | -1.1% | -6.7% | +5.6% | +4.2% |
| YTD | -35.9% | -21.1% | -14.8% | -18.2% |
| 1Y | -57.4% | -29.6% | -27.9% | -37.4% |
| 3Y | -14.9% | -2.4% | -12.5% | -19.6% |
| 5Y | -88.7% | +11.2% | -99.9% | -91.3% |
| All | -4.8% | +29.6% | -34.4% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling