-9.7%
BDX vs UPST
-14.8%
+5.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.8% | -2.9% |
| 7D | -4.3% | -1.5% | -2.8% | -4.2% |
| 30D | +1.3% | -13.2% | +14.5% | +1.9% |
| 3M | +20.2% | -13.0% | +33.2% | +20.9% |
| 6M | +8.6% | -2.9% | +11.5% | +8.4% |
| YTD | +19.0% | -38.3% | +57.3% | +20.8% |
| 1Y | +21.2% | -60.5% | +81.6% | +25.1% |
| 3Y | -9.7% | -11.7% | +2.0% | -11.4% |
| All | -9.7% | -14.8% | +5.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling