-90.2%
UPST vs DVA
+38.1%
-128.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.4% |
| 7D | -1.5% | +2.2% | -3.7% | -1.9% |
| 30D | -13.2% | -2.0% | -11.2% | -12.9% |
| 3M | -13.0% | -6.3% | -6.7% | -12.6% |
| 6M | -2.9% | +19.4% | -22.3% | -9.7% |
| YTD | -38.3% | +58.5% | -96.8% | -49.1% |
| 1Y | -60.5% | +33.9% | -94.3% | -65.2% |
| 3Y | -11.7% | +88.4% | -100.2% | -34.0% |
| 5Y | -90.2% | +39.5% | -129.7% | -90.8% |
| All | -90.2% | +38.1% | -128.2% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling