-100.0%
DFNS vs UPST
-24.8%
-75.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.5% |
| 7D | -6.0% | -10.6% | +4.7% | -6.0% |
| 30D | -71.2% | -14.0% | -57.2% | -71.2% |
| 3M | -94.5% | -36.8% | -57.7% | -94.5% |
| 6M | -96.5% | -27.5% | -69.0% | -96.5% |
| YTD | -99.6% | -55.3% | -44.4% | -99.6% |
| 1Y | -99.7% | -47.5% | -52.1% | -99.7% |
| 3Y | -100.0% | -10.4% | -89.5% | -100.0% |
| 5Y | -100.0% | -92.6% | -7.4% | -100.0% |
| All | -100.0% | -24.8% | -75.2% | -100.0% |
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