-44.0%
BTDR vs UPST
-83.3%
+39.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.1% | -10.8% | -9.1% |
| 7D | -6.9% | -10.6% | +3.7% | -4.7% |
| 30D | -31.5% | -14.0% | -17.6% | -29.3% |
| 3M | -36.1% | -36.8% | +0.8% | -29.8% |
| 6M | -57.6% | -27.5% | -30.1% | -54.4% |
| YTD | -50.0% | -55.3% | +5.2% | -41.7% |
| 1Y | -49.6% | -47.5% | -2.0% | -42.7% |
| 3Y | +48.5% | -10.4% | +59.0% | +66.5% |
| 5Y | -43.8% | -92.6% | +48.8% | -36.5% |
| All | -44.0% | -83.3% | +39.3% | -38.0% |
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