-31.2%
DIS vs UPST
-93.2%
+62.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.9% |
| 7D | +5.7% | -10.9% | +16.6% | +6.8% |
| 30D | +12.7% | -7.2% | +19.9% | +13.4% |
| 3M | +15.2% | -26.7% | +41.9% | +18.5% |
| 6M | +17.6% | -29.0% | +46.5% | +20.7% |
| YTD | +3.8% | -49.4% | +53.2% | +9.6% |
| 1Y | +6.8% | -47.0% | +53.8% | +11.9% |
| 3Y | +42.1% | -27.0% | +69.1% | +32.4% |
| 5Y | -31.2% | -93.3% | +62.2% | -32.6% |
| All | -31.2% | -93.2% | +62.0% | -32.6% |
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 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