-0.2%
DXCM vs UPST
+7.9%
-8.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | +6.3% | -7.1% | +13.5% | +6.9% |
| 3M | +21.1% | -13.1% | +34.2% | +22.2% |
| 6M | +20.6% | -1.1% | +21.7% | +19.9% |
| YTD | +32.4% | -35.9% | +68.3% | +36.0% |
| 1Y | +8.8% | -57.4% | +66.3% | +15.1% |
| 3Y | -13.7% | -14.9% | +1.1% | -19.4% |
| 5Y | -35.2% | -88.7% | +53.5% | -39.1% |
| All | -0.2% | +7.9% | -8.1% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling