+6.4%
DLR vs UPST
-47.3%
+53.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -3.6% | -4.9% | +1.3% | -3.2% |
| 30D | -3.5% | -8.9% | +5.4% | -2.8% |
| 3M | -8.9% | -26.3% | +17.4% | -7.1% |
| 6M | -11.6% | -23.7% | +12.2% | -10.3% |
| YTD | +14.9% | -49.9% | +64.8% | +18.2% |
| 1Y | +6.4% | -42.0% | +48.4% | +6.0% |
| All | +6.4% | -47.3% | +53.7% | +6.0% |
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