+53.3%
DIA vs UPST
-93.6%
+146.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.9% | -4.9% | +4.0% | -0.7% |
| 30D | +0.3% | -8.9% | +9.1% | +0.8% |
| 3M | -4.5% | -26.3% | +21.8% | -2.8% |
| 6M | +3.4% | -23.7% | +27.1% | +4.7% |
| YTD | +7.8% | -49.9% | +57.7% | +11.5% |
| 1Y | +10.7% | -42.0% | +52.7% | +13.4% |
| 3Y | +57.5% | -25.3% | +82.8% | +52.3% |
| All | +53.3% | -93.6% | +146.9% | +57.0% |
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