+11.7%
DG vs UPST
-13.8%
+25.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.4% | -3.5% | +11.9% | +8.5% |
| 30D | +4.9% | -7.1% | +12.1% | +5.1% |
| 3M | +29.3% | -13.1% | +42.4% | +29.6% |
| 6M | -11.3% | -1.1% | -10.2% | -11.3% |
| YTD | +1.8% | -35.9% | +37.6% | +2.0% |
| 1Y | +25.3% | -57.4% | +82.8% | +25.6% |
| All | +11.7% | -13.8% | +25.5% | +6.0% |
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 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