-100.0%
DFNS vs UPST
-93.6%
-6.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.1% | -11.1% | -12.2% |
| 7D | -44.0% | -4.9% | -39.1% | -44.0% |
| 30D | -69.1% | -8.9% | -60.3% | -69.1% |
| 3M | -95.6% | -26.3% | -69.3% | -95.6% |
| 6M | -96.2% | -23.7% | -72.4% | -96.2% |
| YTD | -99.6% | -49.9% | -49.7% | -99.6% |
| 1Y | -99.7% | -42.0% | -57.8% | -99.7% |
| 3Y | -100.0% | -25.3% | -74.7% | -100.0% |
| All | -100.0% | -93.6% | -6.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling