-99.9%
DFNS vs UPST
-13.8%
-86.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | -16.0% | -3.5% | -12.5% | -16.0% |
| 30D | -77.7% | -7.1% | -70.6% | -77.7% |
| 3M | -77.2% | -13.1% | -64.1% | -77.4% |
| 6M | -95.2% | -1.1% | -94.1% | -95.2% |
| YTD | -98.0% | -35.9% | -62.1% | -98.1% |
| 1Y | -98.3% | -57.4% | -40.8% | -98.5% |
| All | -99.9% | -13.8% | -86.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling