-69.4%
BTDR vs UPST
-48.7%
-20.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +9.4% | -15.0% | -11.4% |
| 7D | -17.6% | -3.1% | -14.4% | -16.1% |
| 30D | -40.3% | -4.0% | -36.3% | -38.8% |
| 3M | -42.6% | -22.9% | -19.7% | -32.8% |
| 6M | -46.3% | -27.1% | -19.2% | -35.7% |
| YTD | -41.7% | -46.5% | +4.8% | -22.6% |
| 1Y | -69.4% | -49.4% | -20.0% | -58.6% |
| All | -69.4% | -48.7% | -20.7% | -58.6% |
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