-25.3%
UPST vs BLDR
-50.4%
+25.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | +1.7% |
| 7D | -4.9% | -3.7% | -1.3% | -3.2% |
| 30D | -8.9% | +16.8% | -25.7% | -18.7% |
| 3M | -26.3% | -13.7% | -12.6% | -20.3% |
| 6M | -23.7% | -21.9% | -1.9% | -13.5% |
| YTD | -49.9% | -39.2% | -10.7% | -34.3% |
| 1Y | -42.0% | -42.6% | +0.7% | -20.6% |
| 3Y | -25.3% | -50.2% | +24.9% | -16.7% |
| All | -25.3% | -50.4% | +25.1% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling