-91.1%
UPST vs DTE
+31.9%
-123.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.6% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -14.3% | -0.5% | -13.8% | -14.1% |
| 3M | -16.6% | -6.0% | -10.6% | -14.0% |
| 6M | -7.3% | -7.2% | -0.1% | -4.0% |
| YTD | -40.8% | +7.2% | -48.0% | -44.6% |
| 1Y | -62.4% | +4.1% | -66.5% | -64.2% |
| 3Y | -15.3% | +46.9% | -62.2% | -39.6% |
| 5Y | -91.1% | +32.9% | -124.0% | -92.8% |
| All | -91.1% | +31.9% | -123.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling