+28.4%
BKR vs UPST
-60.1%
+88.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.1% | -3.6% | -6.5% |
| 7D | -6.7% | -12.0% | +5.3% | -5.9% |
| 30D | -8.3% | -16.0% | +7.7% | -7.4% |
| 3M | -5.4% | -17.2% | +11.8% | -4.7% |
| 6M | +0.8% | -10.9% | +11.7% | +0.2% |
| YTD | +31.8% | -42.6% | +74.5% | +37.5% |
| All | +28.4% | -60.1% | +88.5% | +32.5% |
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