-33.6%
UPST vs BLDR
+65.4%
-99.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.4% |
| 7D | -10.6% | -3.0% | -7.7% | -8.5% |
| 30D | -14.0% | +20.1% | -34.1% | -26.6% |
| 3M | -36.8% | -17.5% | -19.3% | -28.5% |
| 6M | -27.5% | -16.1% | -11.4% | -21.1% |
| YTD | -55.3% | -41.0% | -14.2% | -38.0% |
| 1Y | -47.5% | -41.6% | -6.0% | -26.8% |
| 3Y | -10.4% | -50.8% | +40.4% | +31.0% |
| 5Y | -92.6% | -10.8% | -81.8% | -93.6% |
| All | -33.6% | +65.4% | -99.1% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling