-49.4%
UPST vs DGX
+45.0%
-94.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.5% | +5.9% | +9.1% |
| 7D | -3.1% | +4.1% | -7.2% | -3.4% |
| 30D | -4.0% | +10.5% | -14.5% | -4.1% |
| 3M | -22.9% | +9.8% | -32.7% | -23.0% |
| 6M | -27.1% | +34.6% | -61.7% | -25.1% |
| YTD | -46.5% | +49.8% | -96.4% | -45.7% |
| 1Y | -49.4% | +46.0% | -95.5% | -48.9% |
| All | -49.4% | +45.0% | -94.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling