-43.0%
DT vs UPST
-93.6%
+50.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -24.7% | -4.9% | -19.8% | -24.1% |
| 30D | -27.4% | -8.9% | -18.5% | -26.3% |
| 3M | -11.1% | -26.3% | +15.2% | -6.8% |
| 6M | +13.7% | -23.7% | +37.4% | +17.9% |
| YTD | +0.2% | -49.9% | +50.2% | +10.2% |
| 1Y | -5.7% | -42.0% | +36.3% | +0.8% |
| 3Y | -8.1% | -25.3% | +17.2% | -19.2% |
| All | -43.0% | -93.6% | +50.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling