+41.5%
DRAM vs UPST
-11.2%
+52.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.6% |
| 7D | -18.2% | -4.9% | -13.3% | -16.3% |
| 30D | -34.5% | -8.9% | -25.7% | -31.9% |
| 3M | -23.6% | -26.3% | +2.7% | -14.4% |
| 6M | -19.3% | -23.7% | +4.4% | -7.4% |
| All | +41.5% | -11.2% | +52.8% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling