+65.9%
DUK vs UPST
-0.4%
+66.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.7% |
| 7D | -0.1% | -8.1% | +8.0% | -0.1% |
| 30D | +0.2% | -14.3% | +14.5% | +0.3% |
| 3M | -1.9% | -16.6% | +14.8% | -1.9% |
| 6M | -6.5% | -7.3% | +0.8% | -6.5% |
| YTD | +5.4% | -40.8% | +46.2% | +5.5% |
| 1Y | +3.6% | -62.4% | +66.0% | +3.8% |
| 3Y | +48.1% | -15.3% | +63.4% | +46.8% |
| 5Y | +39.6% | -91.1% | +130.6% | +35.7% |
| All | +65.9% | -0.4% | +66.3% | +68.1% |
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