+200.9%
DKS vs UPST
-0.4%
+201.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.8% | +1.2% |
| 7D | -2.9% | -8.1% | +5.2% | -2.0% |
| 30D | -37.7% | -14.3% | -23.4% | -36.8% |
| 3M | -38.9% | -16.6% | -22.3% | -37.9% |
| 6M | -31.1% | -7.3% | -23.8% | -31.2% |
| YTD | -31.8% | -40.8% | +9.0% | -29.0% |
| 1Y | -38.0% | -62.4% | +24.4% | -32.8% |
| 3Y | +28.6% | -15.3% | +43.9% | +21.4% |
| 5Y | +12.5% | -91.1% | +103.6% | +8.4% |
| All | +200.9% | -0.4% | +201.3% | +162.1% |
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