+39.5%
DXCM vs UPST
-49.8%
+89.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.2% | +2.1% |
| 7D | +4.9% | -10.6% | +15.6% | +6.4% |
| 30D | -0.2% | -14.0% | +13.8% | +1.5% |
| 3M | -8.9% | -36.8% | +27.9% | -4.3% |
| 6M | +42.3% | -27.5% | +69.8% | +46.4% |
| YTD | +25.6% | -55.3% | +80.8% | +32.2% |
| 1Y | +39.5% | -47.5% | +87.1% | +44.4% |
| All | +39.5% | -49.8% | +89.4% | +44.4% |
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