-13.2%
UPST vs DGX
+107.1%
-120.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.0% |
| 7D | -8.8% | -0.9% | -7.9% | -8.3% |
| 30D | -12.1% | -1.2% | -10.9% | -11.3% |
| 3M | -19.5% | +15.8% | -35.3% | -26.2% |
| 6M | -6.8% | +18.2% | -25.0% | -16.1% |
| YTD | -41.5% | +37.2% | -78.7% | -52.8% |
| 1Y | -58.9% | +30.4% | -89.2% | -66.0% |
| 3Y | -15.2% | +96.7% | -111.9% | -52.8% |
| 5Y | -90.5% | +67.2% | -157.7% | -94.1% |
| All | -13.2% | +107.1% | -120.3% | -61.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling