+884.5%
DELL vs UPST
-21.5%
+906.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.3% | +4.8% | -2.8% |
| 7D | -18.1% | -4.5% | -13.6% | -17.9% |
| 30D | -42.9% | -15.3% | -27.6% | -42.2% |
| 3M | -26.9% | -32.4% | +5.6% | -24.8% |
| 6M | +28.8% | -29.5% | +58.3% | +32.0% |
| YTD | +168.4% | -53.3% | +221.8% | +181.5% |
| 1Y | +136.8% | -47.4% | +184.2% | +146.0% |
| 3Y | +375.3% | -2.2% | +377.5% | +367.7% |
| 5Y | +551.0% | -92.0% | +643.1% | +540.4% |
| All | +884.5% | -21.5% | +906.0% | +865.0% |
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