-33.9%
BTDR vs UPST
-81.0%
+47.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.2% | +9.6% |
| 7D | +7.1% | +4.4% | +2.7% | +6.2% |
| 30D | -31.4% | -7.7% | -23.7% | -30.1% |
| 3M | -39.2% | -28.4% | -10.8% | -35.0% |
| 6M | -50.9% | -23.2% | -27.8% | -47.9% |
| YTD | -41.0% | -49.1% | +8.1% | -33.0% |
| 1Y | -69.9% | -42.4% | -27.6% | -66.5% |
| 3Y | +87.3% | +5.4% | +81.9% | +104.3% |
| 5Y | -33.6% | -92.9% | +59.3% | -26.8% |
| All | -33.9% | -81.0% | +47.1% | -28.7% |
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 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