+24.8%
DG vs UPST
0.0%
+24.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -3.0% | -12.1% | +9.1% | -2.6% |
| 30D | +8.6% | -13.4% | +22.0% | +9.0% |
| 3M | +15.0% | -31.2% | +46.2% | +16.0% |
| 6M | +32.7% | -28.3% | +61.0% | +33.6% |
| YTD | +5.5% | -53.0% | +58.5% | +6.4% |
| 1Y | +34.6% | -47.2% | +81.8% | +35.8% |
| All | +24.8% | 0.0% | +24.9% | +15.4% |
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 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