+28.5%
DECK vs UPST
-92.9%
+121.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +9.4% | -3.4% | +4.7% |
| 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% | -7.8% |
| 6M | -8.7% | -27.1% | +18.4% | -5.5% |
| YTD | -14.0% | -46.5% | +32.5% | -8.2% |
| 1Y | +12.0% | -49.4% | +61.5% | +20.0% |
| 3Y | -10.5% | -22.9% | +12.4% | -16.3% |
| 5Y | +28.5% | -92.7% | +121.2% | +42.6% |
| All | +28.5% | -92.9% | +121.4% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling