-25.8%
DPZ vs UPST
-93.2%
+67.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.6% |
| 7D | +9.5% | -10.9% | +20.4% | +10.3% |
| 30D | +12.8% | -7.2% | +20.0% | +13.2% |
| 3M | -6.2% | -26.7% | +20.5% | -4.5% |
| 6M | +4.3% | -29.0% | +33.2% | +6.1% |
| YTD | -16.6% | -49.4% | +32.8% | -13.7% |
| 1Y | -12.8% | -47.0% | +34.1% | -10.3% |
| 3Y | -0.8% | -27.0% | +26.1% | -5.4% |
| 5Y | -25.8% | -93.3% | +67.5% | -24.4% |
| All | -25.8% | -93.2% | +67.4% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling