+69.4%
DLR vs UPST
-21.5%
+90.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.0% |
| 7D | +0.3% | -4.5% | +4.8% | +0.6% |
| 30D | +1.2% | -15.3% | +16.5% | +2.2% |
| 3M | -4.8% | -32.4% | +27.6% | -2.5% |
| 6M | -6.1% | -29.5% | +23.4% | -4.4% |
| YTD | +19.3% | -53.3% | +72.6% | +24.2% |
| 1Y | +10.0% | -47.4% | +57.3% | +13.3% |
| 3Y | +53.8% | -2.2% | +56.0% | +46.2% |
| 5Y | +39.1% | -92.0% | +131.2% | +31.7% |
| All | +69.4% | -21.5% | +90.9% | +56.2% |
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