+44.7%
DG vs UPST
-48.7%
+93.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +9.4% | -0.9% | +7.0% |
| 7D | +12.3% | -3.1% | +15.4% | +12.5% |
| 30D | +19.3% | -4.0% | +23.3% | +19.6% |
| 3M | +11.9% | -22.9% | +34.7% | +15.7% |
| 6M | +25.0% | -27.1% | +52.1% | +29.5% |
| YTD | +8.7% | -46.5% | +55.3% | +16.1% |
| 1Y | +44.7% | -49.4% | +94.1% | +55.2% |
| All | +44.7% | -48.7% | +93.4% | +55.2% |
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