+26.7%
BTDR vs UPST
-77.0%
+103.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.2% | +3.1% |
| 7D | +22.4% | -1.5% | +23.9% | +22.7% |
| 30D | +16.5% | -13.2% | +29.7% | +19.7% |
| 3M | -31.5% | -13.0% | -18.5% | -29.4% |
| 6M | +74.0% | -2.9% | +76.9% | +76.0% |
| YTD | +13.0% | -38.3% | +51.3% | +23.3% |
| 1Y | -0.2% | -60.5% | +60.2% | +16.4% |
| 3Y | +9.9% | -11.7% | +21.6% | +15.8% |
| 5Y | +28.1% | -90.2% | +118.3% | +35.1% |
| All | +26.7% | -77.0% | +103.7% | +31.3% |
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