+71.5%
DECK vs UPST
+7.9%
+63.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -2.2% | -3.5% | +1.3% | -1.9% |
| 30D | -13.6% | -7.1% | -6.5% | -13.0% |
| 3M | -21.2% | -13.1% | -8.2% | -20.3% |
| 6M | -21.1% | -1.1% | -20.0% | -21.5% |
| YTD | -17.2% | -35.9% | +18.6% | -14.4% |
| 1Y | -30.7% | -57.4% | +26.7% | -25.8% |
| 3Y | -3.4% | -14.9% | +11.5% | -8.4% |
| 5Y | +25.5% | -88.7% | +114.2% | +21.2% |
| All | +71.5% | +7.9% | +63.6% | +61.7% |
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