-99.7%
DFNS vs UPST
-49.8%
-49.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -7.1% |
| 7D | -6.0% | -10.6% | +4.7% | +1.8% |
| 30D | -71.2% | -14.0% | -57.2% | -68.4% |
| 3M | -94.5% | -36.8% | -57.7% | -92.2% |
| 6M | -96.5% | -27.5% | -69.0% | -95.6% |
| YTD | -99.6% | -55.3% | -44.4% | -99.4% |
| 1Y | -99.7% | -47.5% | -52.1% | -99.6% |
| All | -99.7% | -49.8% | -49.8% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling