+65.6%
DUK vs UPST
+7.9%
+57.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -1.0% |
| 7D | 0.0% | -3.5% | +3.5% | 0.0% |
| 30D | -1.7% | -7.1% | +5.4% | -1.7% |
| 3M | -0.4% | -13.1% | +12.6% | -0.4% |
| 6M | -7.2% | -1.1% | -6.2% | -7.3% |
| YTD | +5.3% | -35.9% | +41.1% | +5.3% |
| 1Y | +3.0% | -57.4% | +60.4% | +3.2% |
| 3Y | +53.1% | -14.9% | +67.9% | +51.7% |
| 5Y | +37.9% | -88.7% | +126.6% | +34.3% |
| All | +65.6% | +7.9% | +57.7% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling