-100.0%
DFNS vs UPST
-21.5%
-78.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -8.3% | +21.1% | +12.8% |
| 7D | -37.0% | -4.5% | -32.5% | -37.0% |
| 30D | -63.4% | -15.3% | -48.1% | -63.4% |
| 3M | -94.1% | -32.4% | -61.6% | -94.1% |
| 6M | -96.3% | -29.5% | -66.8% | -96.3% |
| YTD | -99.6% | -53.3% | -46.2% | -99.6% |
| 1Y | -99.7% | -47.4% | -52.3% | -99.7% |
| 3Y | -100.0% | -2.2% | -97.8% | -100.0% |
| 5Y | -100.0% | -92.0% | -7.9% | -100.0% |
| All | -100.0% | -21.5% | -78.5% | -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