+52.7%
DRAM vs UPST
-20.7%
+73.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.7% |
| 7D | +7.9% | -10.6% | +18.6% | +12.7% |
| 30D | -15.4% | -14.0% | -1.5% | -10.2% |
| 3M | -25.5% | -36.8% | +11.3% | -11.0% |
| 6M | -22.3% | -27.5% | +5.3% | -7.1% |
| All | +52.7% | -20.7% | +73.4% | +76.0% |
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