-4.4%
DDOG vs UPST
-92.2%
+87.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | +1.5% |
| 7D | +5.6% | -13.5% | +19.2% | +8.9% |
| 30D | -34.9% | -19.6% | -15.3% | -32.1% |
| 3M | -23.4% | -34.2% | +10.8% | -16.9% |
| 6M | -7.7% | -31.2% | +23.5% | -1.5% |
| YTD | +35.6% | -56.2% | +91.9% | +58.0% |
| 1Y | -3.4% | -51.7% | +48.3% | +9.7% |
| 3Y | +78.0% | -8.2% | +86.2% | +40.7% |
| 5Y | -4.4% | -92.8% | +88.3% | +21.4% |
| All | -4.4% | -92.2% | +87.8% | +21.4% |
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 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