+7.4%
DASH vs UPST
-88.8%
+96.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.2% |
| 7D | -10.6% | -3.5% | -7.0% | -9.8% |
| 30D | +2.2% | -7.1% | +9.3% | +3.6% |
| 3M | +32.3% | -13.1% | +45.4% | +36.0% |
| 6M | +19.1% | -1.1% | +20.2% | +18.2% |
| YTD | -6.5% | -35.9% | +29.3% | +1.4% |
| 1Y | -14.9% | -57.4% | +42.5% | -0.1% |
| 3Y | +151.9% | -14.9% | +166.8% | +109.9% |
| All | +7.4% | -88.8% | +96.2% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling