-12.8%
DECK vs UPST
-24.6%
+11.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.4% | +4.6% |
| 7D | +10.4% | -3.1% | +13.5% | +10.7% |
| 30D | +11.1% | -4.0% | +15.1% | +11.5% |
| 3M | -10.8% | -22.9% | +12.1% | -7.6% |
| 6M | -8.7% | -27.1% | +18.4% | -5.3% |
| YTD | -14.0% | -46.5% | +32.5% | -7.9% |
| 1Y | +12.0% | -49.4% | +61.5% | +20.3% |
| All | -12.8% | -24.6% | +11.8% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling