-49.4%
UPST vs DVA
+62.2%
-111.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +10.5% |
| 7D | -3.1% | +4.7% | -7.9% | -2.4% |
| 30D | -4.0% | +7.8% | -11.8% | -2.5% |
| 3M | -22.9% | -15.5% | -7.4% | -26.9% |
| 6M | -27.1% | +25.0% | -52.2% | -19.5% |
| YTD | -46.5% | +69.6% | -116.1% | -38.1% |
| 1Y | -49.4% | +60.6% | -110.0% | -39.9% |
| All | -49.4% | +62.2% | -111.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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