+13.2%
DVN vs UPST
-4.9%
+18.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.6% |
| 7D | +10.4% | -10.6% | +21.0% | +11.1% |
| 30D | -6.7% | -14.0% | +7.3% | -6.0% |
| 3M | +5.6% | -36.8% | +42.5% | +8.5% |
| 6M | +0.7% | -27.5% | +28.2% | +1.6% |
| YTD | +29.6% | -55.3% | +84.8% | +35.4% |
| 1Y | +36.3% | -47.5% | +83.9% | +39.9% |
| 3Y | +13.2% | -10.4% | +23.6% | +3.0% |
| All | +13.2% | -4.9% | +18.1% | +3.0% |
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