+120.5%
DAL vs UPST
-15.8%
+136.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | +8.8% | -4.9% | +13.7% | +9.4% |
| 30D | +5.4% | -8.9% | +14.3% | +6.4% |
| 3M | -4.9% | -26.3% | +21.4% | -1.9% |
| 6M | +19.8% | -23.7% | +43.6% | +23.0% |
| YTD | +27.0% | -49.9% | +76.9% | +35.5% |
| 1Y | +52.5% | -42.0% | +94.4% | +60.0% |
| 3Y | +173.8% | -25.3% | +199.1% | +166.9% |
| 5Y | +104.5% | -93.4% | +197.9% | +101.0% |
| All | +120.5% | -15.8% | +136.3% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling