+178.3%
DE vs UPST
-24.8%
+203.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +0.3% | -10.6% | +10.9% | +0.8% |
| 30D | +3.6% | -14.0% | +17.5% | +4.3% |
| 3M | +10.2% | -36.8% | +47.1% | +12.6% |
| 6M | +16.6% | -27.5% | +44.1% | +18.0% |
| YTD | +45.8% | -55.3% | +101.1% | +50.6% |
| 1Y | +43.9% | -47.5% | +91.4% | +47.1% |
| 3Y | +89.6% | -10.4% | +100.0% | +82.1% |
| 5Y | +100.3% | -92.6% | +192.9% | +99.8% |
| All | +178.3% | -24.8% | +203.1% | +134.6% |
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