-32.8%
DKS vs UPST
-51.0%
+18.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.9% | +4.2% | -1.5% |
| 7D | +3.3% | -13.5% | +16.8% | +5.6% |
| 30D | +5.9% | -19.6% | +25.5% | +9.2% |
| 3M | -27.4% | -34.2% | +6.7% | -23.2% |
| 6M | -32.6% | -31.2% | -1.4% | -29.7% |
| YTD | -24.8% | -56.2% | +31.4% | -16.1% |
| 1Y | -32.8% | -51.7% | +18.8% | -27.6% |
| All | -32.8% | -51.0% | +18.1% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling