-3.5%
DPZ vs UPST
-10.1%
+6.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.4% | -4.0% | +4.9% |
| 7D | +10.1% | -3.1% | +13.2% | +10.2% |
| 30D | +14.6% | -4.0% | +18.6% | +14.8% |
| 3M | -6.8% | -22.9% | +16.1% | -5.6% |
| 6M | +4.4% | -27.1% | +31.5% | +5.7% |
| YTD | -16.8% | -46.5% | +29.7% | -14.8% |
| 1Y | -14.5% | -49.4% | +35.0% | -12.3% |
| 3Y | -1.1% | -22.9% | +21.8% | -4.4% |
| 5Y | -28.0% | -92.7% | +64.8% | -30.1% |
| All | -3.5% | -10.1% | +6.6% | -14.4% |
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