+15.1%
DASH vs UPST
-28.7%
+43.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.4% | -1.1% | +5.2% |
| 7D | +17.2% | -3.1% | +20.3% | +17.9% |
| 30D | +3.6% | -4.0% | +7.5% | +4.4% |
| 3M | -1.9% | -22.9% | +21.0% | +5.6% |
| 6M | +15.1% | -27.1% | +42.2% | +23.9% |
| All | +15.1% | -28.7% | +43.8% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling