+119.6%
DVN vs UPST
-90.2%
+209.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -1.2% |
| 30D | +12.6% | -13.2% | +25.8% | +13.6% |
| 3M | +8.1% | -13.0% | +21.1% | +8.7% |
| 6M | +10.2% | -2.9% | +13.0% | +9.2% |
| YTD | +33.8% | -38.3% | +72.1% | +36.7% |
| 1Y | +43.9% | -60.5% | +104.3% | +51.5% |
| 3Y | +1.7% | -11.7% | +13.5% | -4.4% |
| 5Y | +119.6% | -90.2% | +209.8% | +147.0% |
| All | +119.6% | -90.2% | +209.8% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling