+57.3%
DRAM vs UPST
-22.3%
+79.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.2% | +0.1% |
| 7D | +18.0% | -13.5% | +31.5% | +24.8% |
| 30D | -17.4% | -19.6% | +2.3% | -9.8% |
| 3M | -20.3% | -34.2% | +13.9% | -6.6% |
| 6M | -14.9% | -31.2% | +16.3% | +2.7% |
| All | +57.3% | -22.3% | +79.6% | +82.9% |
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