+179.2%
DE vs UPST
-0.4%
+179.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | -3.0% | -8.1% | +5.1% | -2.6% |
| 30D | +11.1% | -14.3% | +25.4% | +11.9% |
| 3M | +17.6% | -16.6% | +34.2% | +18.5% |
| 6M | +13.6% | -7.3% | +20.9% | +13.4% |
| YTD | +46.3% | -40.8% | +87.1% | +49.1% |
| 1Y | +44.2% | -62.4% | +106.6% | +50.1% |
| 3Y | +76.6% | -15.3% | +91.9% | +69.5% |
| 5Y | +98.2% | -91.1% | +189.3% | +95.7% |
| All | +179.2% | -0.4% | +179.6% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling