+1,473.7%
DELL vs UPST
-0.4%
+1,474.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.6% |
| 7D | +8.7% | -8.1% | +16.8% | +9.4% |
| 30D | +16.9% | -14.3% | +31.2% | +18.2% |
| 3M | +40.4% | -16.6% | +57.1% | +42.2% |
| 6M | +267.1% | -7.3% | +274.3% | +267.8% |
| YTD | +329.1% | -40.8% | +369.9% | +342.4% |
| 1Y | +346.9% | -62.4% | +409.4% | +373.4% |
| 3Y | +696.6% | -15.3% | +711.9% | +682.5% |
| 5Y | +1,106.2% | -91.1% | +1,197.2% | +1,066.4% |
| All | +1,473.7% | -0.4% | +1,474.2% | +1,416.6% |
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 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