+552.2%
DELL vs UPST
-93.6%
+645.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | -22.6% | -4.9% | -17.7% | -22.2% |
| 30D | -43.2% | -8.9% | -34.3% | -42.6% |
| 3M | -24.8% | -26.3% | +1.5% | -22.5% |
| 6M | +38.0% | -23.7% | +61.7% | +41.7% |
| YTD | +163.7% | -49.9% | +213.7% | +179.7% |
| 1Y | +122.5% | -42.0% | +164.5% | +132.3% |
| 3Y | +377.0% | -25.3% | +402.2% | +367.1% |
| All | +552.2% | -93.6% | +645.8% | +571.6% |
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 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