-12.3%
DXCM vs UPST
+2.1%
-14.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.9% |
| 7D | -4.4% | +4.4% | -8.8% | -4.7% |
| 30D | -3.6% | -7.7% | +4.1% | -3.1% |
| 3M | -4.3% | -28.4% | +24.1% | -1.9% |
| 6M | +33.8% | -23.2% | +56.9% | +35.9% |
| YTD | +22.1% | -49.1% | +71.3% | +27.2% |
| 1Y | +47.4% | -42.4% | +89.8% | +51.8% |
| 3Y | -12.3% | +5.4% | -17.6% | -7.4% |
| All | -12.3% | +2.1% | -14.3% | -7.4% |
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 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