-34.6%
DG vs UPST
-88.8%
+54.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.7% |
| 6M | -11.3% | -1.1% | -10.2% | -11.4% |
| YTD | +1.8% | -35.9% | +37.6% | +2.5% |
| 1Y | +25.3% | -57.4% | +82.8% | +27.1% |
| 3Y | +9.1% | -14.9% | +24.0% | +5.7% |
| All | -34.6% | -88.8% | +54.2% | -37.4% |
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 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