-47.5%
UPST vs DVA
+42.3%
-89.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.9% | +2.2% |
| 7D | -10.6% | -8.8% | -1.9% | -12.2% |
| 30D | -14.0% | -3.4% | -10.6% | -14.5% |
| 3M | -36.8% | -2.6% | -34.3% | -36.9% |
| 6M | -27.5% | -11.9% | -15.6% | -28.6% |
| YTD | -55.3% | +53.6% | -108.9% | -48.3% |
| 1Y | -47.5% | +41.9% | -89.4% | -34.7% |
| All | -47.5% | +42.3% | -89.8% | -34.7% |
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