+118.1%
DAL vs UPST
-24.8%
+142.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.6% |
| 7D | -1.1% | -10.6% | +9.6% | +0.1% |
| 30D | +12.8% | -14.0% | +26.8% | +14.6% |
| 3M | -5.3% | -36.8% | +31.6% | -0.5% |
| 6M | +22.4% | -27.5% | +49.9% | +26.3% |
| YTD | +25.6% | -55.3% | +80.9% | +35.7% |
| 1Y | +45.5% | -47.5% | +93.1% | +54.4% |
| 3Y | +161.0% | -10.4% | +171.4% | +152.6% |
| 5Y | +112.2% | -92.6% | +204.8% | +110.4% |
| All | +118.1% | -24.8% | +142.9% | +118.8% |
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