+168.1%
DAL vs UPST
-28.6%
+196.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -3.4% |
| 7D | +4.6% | -10.9% | +15.4% | +6.6% |
| 30D | +2.3% | -7.2% | +9.5% | +3.5% |
| 3M | -8.1% | -26.7% | +18.6% | -3.3% |
| 6M | +21.4% | -29.0% | +50.4% | +27.8% |
| YTD | +24.3% | -49.4% | +73.7% | +37.0% |
| 1Y | +47.4% | -47.0% | +94.3% | +60.7% |
| All | +168.1% | -28.6% | +196.7% | +174.5% |
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 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