-9.8%
DDOG vs UPST
-47.2%
+37.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +1.4% |
| 7D | -19.1% | -4.5% | -14.6% | -18.6% |
| 30D | -39.2% | -15.3% | -23.9% | -36.6% |
| 3M | -31.6% | -32.4% | +0.8% | -24.4% |
| 6M | -10.9% | -29.5% | +18.7% | -3.2% |
| YTD | +31.2% | -53.3% | +84.5% | +52.1% |
| All | -9.8% | -47.2% | +37.3% | +0.7% |
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