+10.4%
DLR vs UPST
-47.2%
+57.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.2% |
| 7D | +0.3% | -4.5% | +4.8% | +0.8% |
| 30D | +1.2% | -15.3% | +16.5% | +2.5% |
| 3M | -4.8% | -32.4% | +27.6% | -2.2% |
| 6M | -6.1% | -29.5% | +23.4% | -4.2% |
| YTD | +19.3% | -53.3% | +72.6% | +23.4% |
| All | +10.4% | -47.2% | +57.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling