-99.9%
DFNS vs UPST
+3.8%
-103.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.8% |
| 7D | +0.8% | -1.5% | +2.3% | +0.8% |
| 30D | -73.2% | -13.2% | -60.0% | -73.3% |
| 3M | -72.4% | -13.0% | -59.5% | -72.5% |
| 6M | -95.2% | -2.9% | -92.3% | -95.2% |
| YTD | -98.0% | -38.3% | -59.7% | -98.0% |
| 1Y | -98.3% | -60.5% | -37.8% | -98.3% |
| 3Y | -99.9% | -11.7% | -88.1% | -99.9% |
| 5Y | -99.9% | -90.2% | -9.7% | -99.9% |
| All | -99.9% | +3.8% | -103.6% | -99.9% |
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