+119.1%
DAL vs UPST
-91.6%
+210.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.7% |
| 7D | +10.7% | -4.5% | +15.2% | +11.5% |
| 30D | +12.5% | -15.3% | +27.8% | +15.2% |
| 3M | +3.6% | -32.4% | +36.1% | +9.5% |
| 6M | +26.7% | -29.5% | +56.3% | +32.6% |
| YTD | +34.3% | -53.3% | +87.6% | +47.8% |
| 1Y | +59.1% | -47.4% | +106.5% | +71.9% |
| 3Y | +179.9% | -2.2% | +182.1% | +159.9% |
| 5Y | +119.1% | -92.0% | +211.2% | +129.8% |
| All | +119.1% | -91.6% | +210.7% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling