+70.6%
DDOG vs UPST
-21.5%
+92.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.8% |
| 7D | -19.1% | -4.5% | -14.6% | -18.8% |
| 30D | -39.2% | -15.3% | -23.9% | -37.6% |
| 3M | -31.6% | -32.4% | +0.8% | -27.2% |
| 6M | -10.9% | -29.5% | +18.7% | -6.4% |
| YTD | +31.2% | -53.3% | +84.5% | +46.7% |
| 1Y | -10.7% | -47.4% | +36.7% | -2.5% |
| 3Y | +72.1% | -2.2% | +74.3% | +46.7% |
| 5Y | -5.5% | -92.0% | +86.5% | -8.2% |
| All | +70.6% | -21.5% | +92.1% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling