-14.2%
UPST vs DVA
+91.2%
-105.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.1% |
| 7D | -8.1% | +2.0% | -10.1% | -8.2% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | -16.6% | -7.7% | -9.0% | -16.6% |
| 6M | -7.3% | +20.0% | -27.2% | -9.5% |
| YTD | -40.8% | +61.1% | -101.9% | -46.8% |
| 1Y | -62.4% | +33.9% | -96.3% | -64.2% |
| All | -14.2% | +91.2% | -105.3% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling