+3.6%
DUK vs UPST
-62.0%
+65.6%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.9% |
| 7D | -0.1% | -8.1% | +8.0% | -0.5% |
| 30D | +0.2% | -14.3% | +14.5% | -0.5% |
| 3M | -1.9% | -16.6% | +14.8% | -2.6% |
| 6M | -6.5% | -7.3% | +0.8% | -6.4% |
| YTD | +5.4% | -40.8% | +46.2% | +3.5% |
| 1Y | +3.6% | -62.4% | +66.0% | +0.3% |
| All | +3.6% | -62.0% | +65.6% | +0.3% |
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