+52.5%
DAL vs UPST
-47.3%
+99.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +8.8% | -4.9% | +13.7% | +10.2% |
| 30D | +5.4% | -8.9% | +14.3% | +8.0% |
| 3M | -4.9% | -26.3% | +21.4% | +3.4% |
| 6M | +19.8% | -23.7% | +43.6% | +28.0% |
| YTD | +27.0% | -49.9% | +76.9% | +49.8% |
| 1Y | +52.5% | -42.0% | +94.4% | +69.2% |
| All | +52.5% | -47.3% | +99.8% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling