-57.4%
UPST vs BLDR
-52.1%
-5.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.9% |
| 7D | -3.5% | -2.8% | -0.7% | -2.2% |
| 30D | -7.1% | -13.3% | +6.2% | -0.6% |
| 3M | -13.1% | -12.3% | -0.8% | -8.1% |
| 6M | -1.1% | -31.5% | +30.4% | +17.6% |
| YTD | -35.9% | -36.1% | +0.2% | -21.5% |
| 1Y | -57.4% | -54.1% | -3.3% | -44.3% |
| All | -57.4% | -52.1% | -5.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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