-92.8%
UPST vs DAR
-29.6%
-63.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.0% | -8.4% |
| 7D | -13.5% | +9.2% | -22.7% | -19.0% |
| 30D | -19.6% | -12.3% | -7.4% | -12.4% |
| 3M | -34.2% | -12.7% | -21.5% | -29.4% |
| 6M | -31.2% | -12.8% | -18.5% | -27.9% |
| YTD | -56.2% | +53.8% | -110.0% | -72.4% |
| 1Y | -51.7% | +60.3% | -111.9% | -70.7% |
| 3Y | -8.2% | +31.7% | -40.0% | -38.5% |
| 5Y | -92.8% | -27.7% | -65.0% | -92.4% |
| All | -92.8% | -29.6% | -63.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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