+1,122.0%
DELL vs UPST
-90.2%
+1,212.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.3% |
| 7D | +25.6% | -1.5% | +27.1% | +25.8% |
| 30D | +17.7% | -13.2% | +30.9% | +19.3% |
| 3M | +33.4% | -13.0% | +46.4% | +35.2% |
| 6M | +266.2% | -2.9% | +269.1% | +265.3% |
| YTD | +328.0% | -38.3% | +366.3% | +344.7% |
| 1Y | +339.6% | -60.5% | +400.0% | +374.2% |
| 3Y | +694.6% | -11.7% | +706.3% | +663.0% |
| 5Y | +1,122.0% | -90.2% | +1,212.2% | +1,115.2% |
| All | +1,122.0% | -90.2% | +1,212.2% | +1,115.2% |
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