+407.6%
DINO vs UPST
+3.8%
+403.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +2.9% |
| 7D | +4.2% | -1.5% | +5.7% | +4.2% |
| 30D | +33.9% | -13.2% | +47.1% | +34.5% |
| 3M | +50.5% | -13.0% | +63.5% | +51.1% |
| 6M | +95.2% | -2.9% | +98.0% | +94.3% |
| YTD | +140.6% | -38.3% | +178.9% | +143.7% |
| 1Y | +119.0% | -60.5% | +179.4% | +125.2% |
| 3Y | +100.4% | -11.7% | +112.1% | +96.3% |
| 5Y | +324.6% | -90.2% | +414.8% | +313.8% |
| All | +407.6% | +3.8% | +403.9% | +408.6% |
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