+105.8%
DAL vs UPST
-88.8%
+194.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | +0.1% | -3.5% | +3.7% | +0.7% |
| 30D | -13.9% | -7.1% | -6.8% | -13.1% |
| 3M | +1.1% | -13.1% | +14.2% | +2.9% |
| 6M | +26.2% | -1.1% | +27.3% | +25.4% |
| YTD | +16.4% | -35.9% | +52.3% | +22.5% |
| 1Y | +33.9% | -57.4% | +91.3% | +47.8% |
| 3Y | +93.4% | -14.9% | +108.2% | +80.2% |
| All | +105.8% | -88.8% | +194.6% | +104.5% |
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 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