-35.5%
DG vs UPST
-92.5%
+56.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.4% |
| 7D | +0.3% | -10.6% | +10.9% | +0.6% |
| 30D | +3.2% | -14.0% | +17.2% | +3.7% |
| 3M | +10.4% | -36.8% | +47.3% | +11.8% |
| 6M | +33.2% | -27.5% | +60.7% | +34.3% |
| YTD | +3.0% | -55.3% | +58.2% | +4.8% |
| 1Y | +31.2% | -47.5% | +78.8% | +33.1% |
| 3Y | +21.8% | -10.4% | +32.3% | +17.8% |
| All | -35.5% | -92.5% | +56.9% | -38.4% |
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