+185.9%
DE vs UPST
+7.9%
+178.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +10.0% | -3.5% | +13.6% | +10.2% |
| 30D | +13.3% | -7.1% | +20.4% | +13.7% |
| 3M | +17.5% | -13.1% | +30.6% | +18.1% |
| 6M | +13.6% | -1.1% | +14.7% | +13.0% |
| YTD | +49.8% | -35.9% | +85.6% | +52.1% |
| 1Y | +47.9% | -57.4% | +105.3% | +52.9% |
| 3Y | +72.5% | -14.9% | +87.4% | +65.5% |
| 5Y | +90.2% | -88.7% | +178.9% | +86.0% |
| All | +185.9% | +7.9% | +178.0% | +136.9% |
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