+95.1%
DIA vs UPST
+7.9%
+87.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.2% | -3.5% | +3.4% | 0.0% |
| 30D | -1.5% | -7.1% | +5.6% | -1.2% |
| 3M | +3.8% | -13.1% | +16.8% | +4.3% |
| 6M | +10.3% | -1.1% | +11.4% | +9.9% |
| YTD | +12.1% | -35.9% | +47.9% | +13.7% |
| 1Y | +18.6% | -57.4% | +76.1% | +22.2% |
| 3Y | +60.6% | -14.9% | +75.5% | +56.1% |
| 5Y | +64.4% | -88.7% | +153.1% | +58.8% |
| All | +95.1% | +7.9% | +87.3% | +88.3% |
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