+213.9%
DKS vs UPST
+7.9%
+206.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +3.0% | -3.5% | +6.5% | +3.4% |
| 30D | -30.5% | -7.1% | -23.4% | -30.1% |
| 3M | -35.7% | -13.1% | -22.6% | -35.0% |
| 6M | -29.7% | -1.1% | -28.6% | -30.2% |
| YTD | -28.9% | -35.9% | +7.0% | -26.5% |
| 1Y | -35.9% | -57.4% | +21.5% | -31.3% |
| 3Y | +28.2% | -14.9% | +43.0% | +20.7% |
| 5Y | +11.8% | -88.7% | +100.5% | +6.3% |
| All | +213.9% | +7.9% | +206.0% | +171.2% |
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