+6.7%
BTDR vs UPST
-11.9%
+18.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.7% |
| 7D | +20.0% | -3.5% | +23.5% | +21.9% |
| 30D | +11.9% | -7.1% | +19.1% | +15.7% |
| 3M | -36.9% | -13.1% | -23.9% | -32.4% |
| 6M | +56.5% | -1.1% | +57.6% | +57.6% |
| YTD | +10.4% | -35.9% | +46.3% | +31.8% |
| 1Y | +3.1% | -57.4% | +60.5% | +42.9% |
| All | +6.7% | -11.9% | +18.7% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling