+17.6%
DT vs UPST
+3.8%
+13.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.8% | +0.7% | -2.6% |
| 7D | -4.9% | -1.5% | -3.4% | -4.7% |
| 30D | +2.7% | -13.2% | +15.9% | +4.5% |
| 3M | +20.0% | -13.0% | +32.9% | +21.7% |
| 6M | +28.0% | -2.9% | +30.9% | +27.5% |
| YTD | +16.0% | -38.3% | +54.3% | +21.6% |
| 1Y | +0.7% | -60.5% | +61.2% | +10.9% |
| 3Y | +6.2% | -11.7% | +17.9% | -3.4% |
| 5Y | -28.1% | -90.2% | +62.0% | -33.5% |
| All | +17.6% | +3.8% | +13.9% | +12.2% |
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