+92.1%
DIA vs UPST
-20.9%
+113.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -1.6% | -12.1% | +10.4% | -1.0% |
| 30D | +1.3% | -13.4% | +14.7% | +1.9% |
| 3M | -2.1% | -31.2% | +29.2% | -0.4% |
| 6M | +6.2% | -28.3% | +34.6% | +7.6% |
| YTD | +10.3% | -53.0% | +63.3% | +13.5% |
| 1Y | +11.0% | -47.2% | +58.2% | +13.5% |
| 3Y | +60.4% | -1.5% | +61.9% | +55.8% |
| 5Y | +59.1% | -91.6% | +150.7% | +55.7% |
| All | +92.1% | -20.9% | +113.0% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling