+71.2%
DDOG vs UPST
-15.8%
+87.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.7% |
| 7D | -23.9% | -4.9% | -19.0% | -23.4% |
| 30D | -34.0% | -8.9% | -25.1% | -33.1% |
| 3M | -21.9% | -26.3% | +4.4% | -18.2% |
| 6M | +24.6% | -23.7% | +48.3% | +29.2% |
| YTD | +31.7% | -49.9% | +81.6% | +45.5% |
| 1Y | -6.2% | -42.0% | +35.8% | +0.8% |
| 3Y | +125.1% | -25.3% | +150.4% | +100.2% |
| 5Y | -3.5% | -93.4% | +89.9% | -6.0% |
| All | +71.2% | -15.8% | +87.1% | +37.8% |
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