-6.2%
DDOG vs UPST
-47.3%
+41.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.7% | +2.8% |
| 7D | -23.9% | -4.9% | -19.0% | -23.0% |
| 30D | -34.0% | -8.9% | -25.1% | -32.4% |
| 3M | -21.9% | -26.3% | +4.4% | -15.7% |
| 6M | +24.6% | -23.7% | +48.3% | +32.8% |
| YTD | +31.7% | -49.9% | +81.6% | +50.4% |
| 1Y | -6.2% | -42.0% | +35.8% | +2.4% |
| All | -6.2% | -47.3% | +41.1% | +2.4% |
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 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