+25.2%
BTDR vs UPST
-88.8%
+114.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.3% |
| 7D | +20.0% | -3.5% | +23.5% | +20.8% |
| 30D | +11.9% | -7.1% | +19.1% | +13.7% |
| 3M | -36.9% | -13.1% | -23.9% | -34.8% |
| 6M | +56.5% | -1.1% | +57.6% | +57.7% |
| YTD | +10.4% | -35.9% | +46.3% | +19.9% |
| 1Y | +3.1% | -57.4% | +60.5% | +19.3% |
| 3Y | -2.6% | -14.9% | +12.3% | +2.1% |
| All | +25.2% | -88.8% | +114.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling