+1.7%
DT vs UPST
-21.5%
+23.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | 0.0% |
| 7D | -7.5% | -4.5% | -3.0% | -7.1% |
| 30D | -31.5% | -15.3% | -16.2% | -30.2% |
| 3M | -14.0% | -32.4% | +18.4% | -9.9% |
| 6M | +6.9% | -29.5% | +36.4% | +10.9% |
| YTD | +0.3% | -53.3% | +53.7% | +8.7% |
| 1Y | -6.9% | -47.4% | +40.4% | -0.9% |
| 3Y | -13.9% | -2.2% | -11.7% | -22.1% |
| 5Y | -39.9% | -92.0% | +52.1% | -42.7% |
| All | +1.7% | -21.5% | +23.2% | +0.2% |
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