-11.7%
UPST vs DTE
+48.7%
-60.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.2% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -13.2% | -1.9% | -11.4% | -12.5% |
| 3M | -13.0% | -3.3% | -9.6% | -11.9% |
| 6M | -2.9% | -7.1% | +4.2% | +0.2% |
| YTD | -38.3% | +8.1% | -46.4% | -42.6% |
| 1Y | -60.5% | +5.3% | -65.7% | -62.7% |
| 3Y | -11.7% | +48.2% | -59.9% | -48.7% |
| All | -11.7% | +48.7% | -60.4% | -48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling