-37.3%
DIS vs UPST
+7.9%
-45.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.6% | -3.5% | +1.0% | -2.3% |
| 30D | +3.5% | -7.1% | +10.6% | +4.0% |
| 3M | +6.8% | -13.1% | +19.9% | +7.7% |
| 6M | +3.0% | -1.1% | +4.1% | +2.4% |
| YTD | -6.7% | -35.9% | +29.1% | -4.6% |
| 1Y | -10.1% | -57.4% | +47.3% | -5.6% |
| 3Y | +33.0% | -14.9% | +47.9% | +26.3% |
| 5Y | -40.0% | -88.7% | +48.7% | -44.3% |
| All | -37.3% | +7.9% | -45.1% | -38.0% |
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 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