+39.2%
BKR vs UPST
-56.5%
+95.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.7% | -3.5% | +5.3% | +1.9% |
| 30D | +3.3% | -7.1% | +10.5% | +3.7% |
| 3M | -3.6% | -13.1% | +9.5% | -3.1% |
| 6M | +5.0% | -1.1% | +6.1% | +4.0% |
| YTD | +40.9% | -35.9% | +76.8% | +45.1% |
| 1Y | +39.2% | -57.4% | +96.6% | +36.7% |
| All | +39.2% | -56.5% | +95.8% | +36.7% |
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