-4.8%
UPST vs DGX
+109.0%
-113.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -3.5% | -2.3% | -1.2% | -2.2% |
| 30D | -7.1% | +0.6% | -7.7% | -7.3% |
| 3M | -13.1% | +21.4% | -34.5% | -22.7% |
| 6M | -1.1% | +14.7% | -15.8% | -9.3% |
| YTD | -35.9% | +38.4% | -74.3% | -48.6% |
| 1Y | -57.4% | +34.0% | -91.4% | -65.4% |
| 3Y | -14.9% | +92.7% | -107.6% | -51.5% |
| 5Y | -88.7% | +67.7% | -156.4% | -93.0% |
| All | -4.8% | +109.0% | -113.8% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling