+8.5%
DASH vs UPST
-24.8%
+33.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -1.0% |
| 7D | -4.5% | -10.6% | +6.1% | -2.5% |
| 30D | -6.8% | -14.0% | +7.2% | -4.1% |
| 3M | -20.7% | -36.8% | +16.1% | -13.5% |
| 6M | +15.1% | -27.5% | +42.6% | +21.6% |
| YTD | -24.3% | -55.3% | +31.0% | -12.9% |
| 1Y | -12.1% | -47.5% | +35.4% | -2.3% |
| 3Y | +91.1% | -10.4% | +101.5% | +65.6% |
| 5Y | -30.3% | -92.6% | +62.3% | -27.4% |
| All | +8.5% | -24.8% | +33.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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