+20.9%
DBX vs UPST
-47.3%
+68.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.9% |
| 7D | -4.4% | -4.9% | +0.5% | -3.9% |
| 30D | +4.8% | -8.9% | +13.6% | +5.7% |
| 3M | +0.3% | -26.3% | +26.7% | +3.4% |
| 6M | +40.4% | -23.7% | +64.1% | +43.6% |
| YTD | +24.7% | -49.9% | +74.6% | +31.7% |
| 1Y | +20.9% | -42.0% | +62.9% | +23.3% |
| All | +20.9% | -47.3% | +68.2% | +23.3% |
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 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