+217.3%
BKR vs UPST
-3.5%
+220.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -6.5% |
| 7D | -6.7% | -12.0% | +5.3% | -6.1% |
| 30D | -8.3% | -16.0% | +7.7% | -7.6% |
| 3M | -5.4% | -17.2% | +11.8% | -4.7% |
| 6M | +0.8% | -10.9% | +11.7% | +0.9% |
| YTD | +31.8% | -42.6% | +74.5% | +34.4% |
| 1Y | +28.6% | -59.8% | +88.4% | +32.9% |
| 3Y | +71.2% | -17.9% | +89.1% | +67.7% |
| 5Y | +179.2% | -90.7% | +270.0% | +172.1% |
| All | +217.3% | -3.5% | +220.8% | +207.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling