+55.0%
DDOG vs UPST
-88.8%
+143.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.5% |
| 7D | -10.1% | -3.5% | -6.6% | -9.5% |
| 30D | -24.8% | -7.1% | -17.7% | -23.7% |
| 3M | -12.6% | -13.1% | +0.5% | -10.3% |
| 6M | +79.9% | -1.1% | +81.0% | +77.9% |
| YTD | +56.6% | -35.9% | +92.4% | +69.0% |
| 1Y | +61.6% | -57.4% | +119.0% | +87.7% |
| 3Y | +117.9% | -14.9% | +132.7% | +77.8% |
| All | +55.0% | -88.8% | +143.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling