-3.9%
DPZ vs UPST
+7.9%
-11.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.6% |
| 7D | -2.5% | -3.5% | +1.0% | -2.4% |
| 30D | -7.0% | -7.1% | +0.2% | -6.7% |
| 3M | +11.6% | -13.1% | +24.7% | +12.2% |
| 6M | -15.2% | -1.1% | -14.1% | -15.5% |
| YTD | -17.2% | -35.9% | +18.6% | -15.9% |
| 1Y | -24.8% | -57.4% | +32.6% | -22.2% |
| 3Y | -8.7% | -14.9% | +6.2% | -12.3% |
| 5Y | -28.9% | -88.7% | +59.7% | -32.0% |
| All | -3.9% | +7.9% | -11.8% | -15.6% |
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 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