-29.1%
DIS vs UPST
-24.8%
-4.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +1.9% | -10.6% | +12.5% | +2.7% |
| 30D | +9.2% | -14.0% | +23.1% | +10.2% |
| 3M | +13.5% | -36.8% | +50.4% | +17.2% |
| 6M | +14.3% | -27.5% | +41.8% | +16.4% |
| YTD | +5.4% | -55.3% | +60.6% | +10.5% |
| 1Y | +12.2% | -47.5% | +59.7% | +16.1% |
| 3Y | +37.2% | -10.4% | +47.6% | +30.3% |
| 5Y | -23.1% | -92.6% | +69.5% | -27.0% |
| All | -29.1% | -24.8% | -4.4% | -28.2% |
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 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