-16.8%
UPST vs DGX
+93.2%
-110.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.2% | -2.7% |
| 7D | -12.0% | -3.5% | -8.5% | -11.4% |
| 30D | -16.0% | -2.7% | -13.3% | -15.6% |
| 3M | -17.2% | +13.9% | -31.0% | -18.8% |
| 6M | -10.9% | +16.0% | -26.9% | -12.9% |
| YTD | -42.6% | +34.9% | -77.5% | -46.2% |
| 1Y | -59.8% | +30.6% | -90.4% | -62.1% |
| All | -16.8% | +93.2% | -110.0% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling