-57.4%
UPST vs DTE
+3.0%
-60.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.8% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -7.1% | -2.6% | -4.6% | -7.5% |
| 3M | -13.1% | -3.9% | -9.2% | -13.6% |
| 6M | -1.1% | -7.9% | +6.8% | -2.2% |
| YTD | -35.9% | +7.2% | -43.0% | -35.3% |
| 1Y | -57.4% | +3.1% | -60.5% | -55.1% |
| All | -57.4% | +3.0% | -60.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling