-14.8%
UPST vs DGX
+103.7%
-118.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.0% |
| 7D | -12.0% | -3.5% | -8.5% | -10.2% |
| 30D | -16.0% | -2.7% | -13.3% | -14.6% |
| 3M | -17.2% | +13.9% | -31.0% | -23.4% |
| 6M | -10.9% | +16.0% | -26.9% | -18.9% |
| YTD | -42.6% | +34.9% | -77.5% | -53.3% |
| 1Y | -59.8% | +30.6% | -90.4% | -66.9% |
| 3Y | -17.9% | +93.0% | -110.9% | -53.8% |
| 5Y | -90.7% | +64.4% | -155.1% | -94.2% |
| All | -14.8% | +103.7% | -118.5% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling