+184.1%
DE vs UPST
-21.5%
+205.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.7% | -0.1% |
| 7D | +3.3% | -4.5% | +7.8% | +3.5% |
| 30D | +10.7% | -15.3% | +26.1% | +11.6% |
| 3M | +13.1% | -32.4% | +45.6% | +15.2% |
| 6M | +20.2% | -29.5% | +49.7% | +21.8% |
| YTD | +48.9% | -53.3% | +102.2% | +53.4% |
| 1Y | +46.6% | -47.4% | +94.0% | +49.9% |
| 3Y | +91.4% | -2.2% | +93.6% | +83.0% |
| 5Y | +108.1% | -92.0% | +200.2% | +106.9% |
| All | +184.1% | -21.5% | +205.6% | +139.0% |
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