+303.9%
DVN vs UPST
-0.4%
+304.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.4% |
| 7D | -0.1% | -8.1% | +8.0% | +0.3% |
| 30D | +8.0% | -14.3% | +22.3% | +8.8% |
| 3M | +11.9% | -16.6% | +28.6% | +12.6% |
| 6M | +10.6% | -7.3% | +17.9% | +10.2% |
| YTD | +35.4% | -40.8% | +76.2% | +37.9% |
| 1Y | +46.5% | -62.4% | +108.9% | +52.7% |
| 3Y | +3.0% | -15.3% | +18.3% | -1.1% |
| 5Y | +120.5% | -91.1% | +211.6% | +115.8% |
| All | +303.9% | -0.4% | +304.3% | +282.3% |
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 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