-31.0%
DG vs UPST
+7.9%
-38.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 1Y | +25.3% | -57.4% | +82.8% | +26.5% |
| 3Y | +9.1% | -14.9% | +24.0% | +7.0% |
| 5Y | -34.9% | -88.7% | +53.8% | -36.9% |
| All | -31.0% | +7.9% | -38.8% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling