+65.9%
DUK vs UPST
-0.8%
+66.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +8.9% | +0.6% |
| 7D | +1.9% | -4.5% | +6.4% | +1.9% |
| 30D | +10.5% | -15.3% | +25.8% | +10.4% |
| 3M | +7.3% | -32.4% | +39.8% | +7.0% |
| 6M | +5.7% | -29.5% | +35.2% | +5.4% |
| YTD | +12.9% | -53.3% | +66.2% | +12.5% |
| 1Y | +8.6% | -47.4% | +55.9% | +8.2% |
| All | +65.9% | -0.8% | +66.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling