-5.9%
DT vs UPST
-44.0%
+38.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.9% |
| 7D | -20.2% | +4.4% | -24.7% | -21.0% |
| 30D | -30.8% | -7.7% | -23.1% | -29.7% |
| 3M | -10.2% | -28.4% | +18.2% | -4.2% |
| 6M | +8.0% | -23.2% | +31.2% | +12.9% |
| YTD | +1.5% | -49.1% | +50.6% | +12.0% |
| All | -5.9% | -44.0% | +38.1% | +1.0% |
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