-50.1%
DXCM vs UPST
-93.6%
+43.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.8% | -5.9% |
| 7D | -3.5% | -4.9% | +1.4% | -3.0% |
| 30D | -5.8% | -8.9% | +3.1% | -4.9% |
| 3M | -4.3% | -26.3% | +22.0% | -1.3% |
| 6M | +31.6% | -23.7% | +55.3% | +34.6% |
| YTD | +19.6% | -49.9% | +69.6% | +27.1% |
| 1Y | +36.9% | -42.0% | +78.8% | +42.6% |
| 3Y | -16.3% | -25.3% | +9.0% | -23.2% |
| All | -50.1% | -93.6% | +43.4% | -43.4% |
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 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