+103.7%
DDOG vs UPST
+7.9%
+95.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | -10.1% | -3.5% | -6.6% | -9.6% |
| 30D | -24.8% | -7.1% | -17.7% | -23.9% |
| 3M | -12.6% | -13.1% | +0.5% | -10.8% |
| 6M | +79.9% | -1.1% | +81.0% | +78.5% |
| YTD | +56.6% | -35.9% | +92.4% | +66.6% |
| 1Y | +61.6% | -57.4% | +119.0% | +82.3% |
| 3Y | +117.9% | -14.9% | +132.7% | +89.9% |
| 5Y | +54.2% | -88.7% | +142.9% | +41.8% |
| All | +103.7% | +7.9% | +95.8% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling