+34.6%
DKS vs UPST
-11.9%
+46.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +3.0% | -3.5% | +6.5% | +3.5% |
| 30D | -30.5% | -7.1% | -23.4% | -29.9% |
| 3M | -35.7% | -13.1% | -22.6% | -34.7% |
| 6M | -29.7% | -1.1% | -28.6% | -30.5% |
| YTD | -28.9% | -35.9% | +7.0% | -25.5% |
| 1Y | -35.9% | -57.4% | +21.5% | -29.3% |
| All | +34.6% | -11.9% | +46.5% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling