-12.1%
UPST vs BLDR
+67.4%
-79.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.6% |
| 7D | -8.1% | -2.7% | -5.4% | -6.2% |
| 30D | -14.3% | -14.7% | +0.4% | -3.5% |
| 3M | -16.6% | -20.8% | +4.2% | -2.2% |
| 6M | -7.3% | -35.3% | +28.1% | +24.8% |
| YTD | -40.8% | -40.3% | -0.5% | -16.8% |
| 1Y | -62.4% | -56.3% | -6.1% | -32.4% |
| 3Y | -15.3% | -56.1% | +40.8% | +40.0% |
| 5Y | -91.1% | +12.9% | -104.0% | -92.6% |
| All | -12.1% | +67.4% | -79.5% | -49.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling