-9.4%
DASH vs UPST
-93.2%
+83.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.3% | -4.1% | -8.2% |
| 7D | +0.5% | -10.9% | +11.4% | +3.1% |
| 30D | -7.1% | -7.2% | +0.1% | -5.6% |
| 3M | -13.2% | -26.7% | +13.5% | -7.2% |
| 6M | +8.3% | -29.0% | +37.3% | +15.9% |
| YTD | -20.6% | -49.4% | +28.8% | -9.2% |
| 1Y | -24.4% | -47.0% | +22.6% | -14.6% |
| 3Y | +94.5% | -27.0% | +121.5% | +67.6% |
| 5Y | -9.4% | -93.3% | +83.9% | -9.8% |
| All | -9.4% | -93.2% | +83.7% | -9.8% |
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