-11.0%
BTDR vs UPST
-62.0%
+51.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.4% | -0.3% |
| 7D | +14.8% | -8.1% | +22.9% | +20.5% |
| 30D | +41.8% | -14.3% | +56.1% | +54.5% |
| 3M | -29.2% | -16.6% | -12.5% | -20.9% |
| 6M | +66.2% | -7.3% | +73.4% | +72.2% |
| YTD | +10.0% | -40.8% | +50.8% | +39.4% |
| 1Y | -11.0% | -62.4% | +51.5% | +30.8% |
| All | -11.0% | -62.0% | +51.1% | +30.8% |
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