+98.5%
DAL vs UPST
-13.8%
+112.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.1% |
| 7D | +0.1% | -3.5% | +3.7% | +0.8% |
| 30D | -13.9% | -7.1% | -6.8% | -12.9% |
| 3M | +1.1% | -13.1% | +14.2% | +3.3% |
| 6M | +26.2% | -1.1% | +27.3% | +25.1% |
| YTD | +16.4% | -35.9% | +52.3% | +23.6% |
| 1Y | +33.9% | -57.4% | +91.3% | +50.3% |
| All | +98.5% | -13.8% | +112.2% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling