-8.4%
UPST vs DGX
+107.5%
-116.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -13.2% | -1.2% | -12.0% | -12.5% |
| 3M | -13.0% | +19.9% | -32.9% | -21.9% |
| 6M | -2.9% | +19.2% | -22.1% | -13.0% |
| YTD | -38.3% | +37.5% | -75.8% | -50.3% |
| 1Y | -60.5% | +31.3% | -91.7% | -67.4% |
| 3Y | -11.7% | +96.6% | -108.4% | -50.9% |
| 5Y | -90.2% | +64.3% | -154.4% | -93.8% |
| All | -8.4% | +107.5% | -116.0% | -59.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling