+31.7%
DG vs UPST
-51.0%
+82.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.8% | -1.0% |
| 7D | -2.5% | -13.5% | +11.0% | -0.3% |
| 30D | +7.7% | -19.6% | +27.3% | +10.9% |
| 3M | +13.1% | -34.2% | +47.3% | +19.8% |
| 6M | +32.0% | -31.2% | +63.2% | +38.3% |
| YTD | +3.3% | -56.2% | +59.5% | +12.6% |
| 1Y | +31.7% | -51.7% | +83.3% | +40.4% |
| All | +31.7% | -51.0% | +82.6% | +40.4% |
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