+388.0%
DELL vs UPST
-4.9%
+392.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.1% | -9.3% | -7.5% |
| 7D | +4.9% | -10.6% | +15.5% | +6.4% |
| 30D | -32.1% | -14.0% | -18.1% | -30.8% |
| 3M | -30.2% | -36.8% | +6.6% | -26.0% |
| 6M | +41.7% | -27.5% | +69.2% | +47.8% |
| YTD | +176.6% | -55.3% | +231.9% | +202.4% |
| 1Y | +159.9% | -47.5% | +207.5% | +178.2% |
| 3Y | +388.0% | -10.4% | +398.4% | +486.0% |
| All | +388.0% | -4.9% | +392.9% | +486.0% |
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 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