-14.8%
UPST vs DTE
+52.3%
-67.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | -12.0% | -2.0% | -10.0% | -11.2% |
| 30D | -16.0% | -2.4% | -13.6% | -15.2% |
| 3M | -17.2% | -7.3% | -9.9% | -14.6% |
| 6M | -10.9% | -7.6% | -3.2% | -8.2% |
| YTD | -42.6% | +5.8% | -48.4% | -45.1% |
| 1Y | -59.8% | +2.3% | -62.1% | -60.9% |
| 3Y | -17.9% | +45.0% | -62.9% | -35.3% |
| 5Y | -90.7% | +33.2% | -123.9% | -92.2% |
| All | -14.8% | +52.3% | -67.1% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling