+31.6%
DXCM vs UPST
-21.8%
+53.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.8% | -5.8% |
| 7D | -3.5% | -4.9% | +1.4% | -2.9% |
| 30D | -5.8% | -8.9% | +3.1% | -5.0% |
| 3M | -4.3% | -26.3% | +22.0% | -1.5% |
| 6M | +31.6% | -23.7% | +55.3% | +34.5% |
| All | +31.6% | -21.8% | +53.4% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling