-48.1%
UPST vs DVA
+50.4%
-98.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +1.2% |
| 7D | -12.1% | -4.8% | -7.3% | -12.9% |
| 30D | -13.4% | +0.9% | -14.4% | -13.3% |
| 3M | -31.2% | +2.9% | -34.1% | -30.6% |
| 6M | -28.3% | -7.8% | -20.6% | -28.9% |
| YTD | -53.0% | +61.5% | -114.5% | -45.4% |
| All | -48.1% | +50.4% | -98.5% | -34.6% |
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