-4.8%
UPST vs BIDU
-47.5%
+42.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -3.5% |
| 7D | -3.5% | +2.4% | -6.0% | -4.7% |
| 30D | -7.1% | -10.5% | +3.4% | -2.7% |
| 3M | -13.1% | -26.2% | +13.1% | -0.8% |
| 6M | -1.1% | -16.4% | +15.3% | +4.3% |
| YTD | -35.9% | -23.9% | -12.0% | -30.0% |
| 1Y | -57.4% | +1.3% | -58.7% | -60.6% |
| 3Y | -14.9% | -32.1% | +17.2% | -8.4% |
| 5Y | -88.7% | -39.0% | -49.7% | -87.7% |
| All | -4.8% | -47.5% | +42.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 all: compounded portfolio wealth divided by compounded BIDU 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…
all analysis · Full analysis span regression · 6 months rolling