+48.1%
DBX vs UPST
+7.9%
+40.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | -0.5% | -7.1% | +6.6% | +0.1% |
| 3M | +28.1% | -13.1% | +41.1% | +29.2% |
| 6M | +33.1% | -1.1% | +34.2% | +32.4% |
| YTD | +25.3% | -35.9% | +61.1% | +28.5% |
| 1Y | +18.3% | -57.4% | +75.8% | +24.9% |
| 3Y | +25.0% | -14.9% | +39.9% | +17.3% |
| 5Y | +7.5% | -88.7% | +96.2% | +1.3% |
| All | +48.1% | +7.9% | +40.2% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling