-22.5%
DIS vs UPST
-92.5%
+69.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +1.9% | -10.6% | +12.5% | +3.0% |
| 30D | +9.2% | -14.0% | +23.1% | +10.6% |
| 3M | +13.5% | -36.8% | +50.4% | +18.6% |
| 6M | +14.3% | -27.5% | +41.8% | +17.2% |
| YTD | +5.4% | -55.3% | +60.6% | +12.6% |
| 1Y | +12.2% | -47.5% | +59.7% | +17.6% |
| 3Y | +37.2% | -10.4% | +47.6% | +25.2% |
| All | -22.5% | -92.5% | +69.9% | -23.0% |
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