-90.8%
UPST vs BRKR
-39.7%
-51.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -8.8% | -8.7% | -0.1% | -3.7% |
| 30D | -12.1% | -9.9% | -2.2% | -6.7% |
| 3M | -19.5% | -3.1% | -16.4% | -21.8% |
| 6M | -6.8% | +45.5% | -52.3% | -33.9% |
| YTD | -41.5% | +13.7% | -55.2% | -51.1% |
| 1Y | -58.9% | +67.4% | -126.3% | -74.4% |
| 3Y | -15.2% | -13.2% | -1.9% | -27.7% |
| All | -90.8% | -39.7% | -51.0% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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