-5.7%
DT vs UPST
-48.7%
+42.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.4% | -9.9% | -2.5% |
| 7D | -25.5% | -3.1% | -22.4% | -25.1% |
| 30D | -22.3% | -4.0% | -18.3% | -21.8% |
| 3M | +2.3% | -22.9% | +25.2% | +7.7% |
| 6M | +20.7% | -27.1% | +47.8% | +27.5% |
| YTD | +7.9% | -46.5% | +54.5% | +19.0% |
| 1Y | -5.7% | -49.4% | +43.7% | +4.8% |
| All | -5.7% | -48.7% | +42.9% | +4.8% |
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