-49.6%
DXCM vs UPST
-92.2%
+42.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -9.2% | -12.1% | +2.9% | -7.9% |
| 30D | -6.5% | -13.4% | +6.9% | -5.1% |
| 3M | -10.3% | -31.2% | +21.0% | -6.7% |
| 6M | +35.4% | -28.3% | +63.8% | +39.5% |
| YTD | +21.1% | -53.0% | +74.0% | +29.5% |
| 1Y | +38.2% | -47.2% | +85.4% | +45.5% |
| 3Y | -14.6% | -1.5% | -13.1% | -24.2% |
| 5Y | -49.6% | -91.6% | +42.1% | -44.8% |
| All | -49.6% | -92.2% | +42.6% | -44.8% |
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