+63.1%
DLR vs UPST
-15.8%
+78.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -3.6% | -4.9% | +1.3% | -3.3% |
| 30D | -3.5% | -8.9% | +5.4% | -2.9% |
| 3M | -8.9% | -26.3% | +17.4% | -7.2% |
| 6M | -11.6% | -23.7% | +12.2% | -10.4% |
| YTD | +14.9% | -49.9% | +64.8% | +19.0% |
| 1Y | +6.4% | -42.0% | +48.4% | +9.0% |
| 3Y | +47.3% | -25.3% | +72.6% | +41.8% |
| 5Y | +32.8% | -93.4% | +126.2% | +25.4% |
| All | +63.1% | -15.8% | +78.9% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling