-28.8%
DG vs UPST
-14.4%
-14.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +2.2% |
| 7D | +0.7% | +4.4% | -3.7% | +0.6% |
| 30D | +7.4% | -7.7% | +15.1% | +7.6% |
| 3M | +8.5% | -28.4% | +36.9% | +9.2% |
| 6M | +21.9% | -23.2% | +45.0% | +22.4% |
| YTD | +4.9% | -49.1% | +54.0% | +5.9% |
| 1Y | +40.4% | -42.4% | +82.8% | +41.4% |
| 3Y | +23.5% | +5.4% | +18.1% | +20.8% |
| 5Y | -32.3% | -92.9% | +60.6% | -34.2% |
| All | -28.8% | -14.4% | -14.4% | -31.8% |
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