+24.6%
DBX vs UPST
-48.7%
+73.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | +2.2% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | +5.0% | -4.0% | +9.0% | +5.3% |
| 3M | +4.6% | -22.9% | +27.5% | +7.1% |
| 6M | +43.9% | -27.1% | +71.1% | +47.9% |
| YTD | +29.9% | -46.5% | +76.4% | +35.8% |
| 1Y | +24.6% | -49.4% | +74.0% | +30.4% |
| All | +24.6% | -48.7% | +73.3% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling