-7.6%
DXCM vs UPST
-26.3%
+18.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.9% |
| 7D | -3.6% | -13.5% | +9.9% | -2.4% |
| 30D | -4.3% | -19.6% | +15.3% | -2.6% |
| 3M | -10.4% | -34.2% | +23.8% | -7.3% |
| 6M | +33.1% | -31.2% | +64.3% | +36.7% |
| YTD | +22.6% | -56.2% | +78.8% | +30.0% |
| 1Y | +36.5% | -51.7% | +88.2% | +43.2% |
| 3Y | -13.5% | -8.2% | -5.2% | -19.4% |
| 5Y | -49.6% | -92.8% | +43.1% | -51.2% |
| All | -7.6% | -26.3% | +18.7% | -14.0% |
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 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