+44.6%
DXCM vs UPST
-48.7%
+93.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.4% | -2.8% | +5.4% |
| 7D | +12.5% | -3.1% | +15.7% | +12.7% |
| 30D | +1.8% | -4.0% | +5.8% | +2.0% |
| 3M | +1.8% | -22.9% | +24.7% | +4.4% |
| 6M | +47.4% | -27.1% | +74.5% | +51.2% |
| YTD | +33.3% | -46.5% | +79.8% | +38.8% |
| 1Y | +44.6% | -49.4% | +94.1% | +51.5% |
| All | +44.6% | -48.7% | +93.3% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling