-92.0%
UPST vs DVA
+67.5%
-159.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.4% | -4.9% | -7.6% |
| 7D | -4.5% | -1.6% | -2.9% | -4.1% |
| 30D | -15.3% | 0.0% | -15.3% | -15.2% |
| 3M | -32.4% | -2.4% | -30.0% | -32.2% |
| 6M | -29.5% | -9.8% | -19.8% | -28.8% |
| YTD | -53.3% | +57.8% | -111.1% | -61.2% |
| 1Y | -47.4% | +49.2% | -96.5% | -55.3% |
| 3Y | -2.2% | +116.0% | -118.2% | -28.5% |
| 5Y | -92.0% | +68.5% | -160.5% | -93.6% |
| All | -92.0% | +67.5% | -159.5% | -93.6% |
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 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