+4.8%
DT vs UPST
-24.8%
+29.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.5% |
| 7D | +3.1% | -10.6% | +13.8% | +4.5% |
| 30D | -29.5% | -14.0% | -15.6% | -28.3% |
| 3M | -11.7% | -36.8% | +25.1% | -6.8% |
| 6M | +29.0% | -27.5% | +56.5% | +33.3% |
| YTD | +3.4% | -55.3% | +58.6% | +12.5% |
| 1Y | -4.2% | -47.5% | +43.3% | +2.0% |
| 3Y | -12.8% | -10.4% | -2.4% | -20.3% |
| 5Y | -39.6% | -92.6% | +53.0% | -42.1% |
| All | +4.8% | -24.8% | +29.6% | +3.7% |
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