+231.7%
DKS vs UPST
-26.3%
+258.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.2% | -1.9% |
| 7D | +3.3% | -13.5% | +16.8% | +4.8% |
| 30D | +5.9% | -19.6% | +25.5% | +8.2% |
| 3M | -27.4% | -34.2% | +6.7% | -24.5% |
| 6M | -32.6% | -31.2% | -1.4% | -30.4% |
| YTD | -24.8% | -56.2% | +31.4% | -19.3% |
| 1Y | -32.8% | -51.7% | +18.8% | -28.8% |
| 3Y | +39.1% | -8.2% | +47.3% | +31.6% |
| 5Y | +25.0% | -92.8% | +117.8% | +23.8% |
| All | +231.7% | -26.3% | +258.1% | +197.7% |
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