+52.3%
BDX vs UPST
-48.7%
+101.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.4% | -3.8% | +4.6% |
| 7D | +7.2% | -3.1% | +10.3% | +7.3% |
| 30D | +15.8% | -4.0% | +19.8% | +16.0% |
| 3M | +23.7% | -22.9% | +46.6% | +25.9% |
| 6M | +44.8% | -27.1% | +72.0% | +47.5% |
| YTD | +39.8% | -46.5% | +86.3% | +45.1% |
| 1Y | +52.3% | -49.4% | +101.8% | +58.8% |
| All | +52.3% | -48.7% | +101.0% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling