-34.0%
DG vs UPST
-93.6%
+59.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | +1.1% | -4.9% | +6.0% | +1.2% |
| 30D | +9.5% | -8.9% | +18.4% | +9.8% |
| 3M | +5.5% | -26.3% | +31.8% | +6.3% |
| 6M | +16.1% | -23.7% | +39.8% | +16.8% |
| YTD | +2.7% | -49.9% | +52.6% | +4.1% |
| 1Y | +42.1% | -42.0% | +84.1% | +43.6% |
| 3Y | +19.3% | -25.3% | +44.5% | +16.0% |
| All | -34.0% | -93.6% | +59.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling