+54.4%
DLR vs UPST
-4.9%
+59.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +3.3% | -10.6% | +14.0% | +4.3% |
| 30D | +4.6% | -14.0% | +18.6% | +5.8% |
| 3M | -8.3% | -36.8% | +28.6% | -4.9% |
| 6M | -5.6% | -27.5% | +21.9% | -3.7% |
| YTD | +18.7% | -55.3% | +74.0% | +25.2% |
| 1Y | +17.1% | -47.5% | +64.6% | +21.6% |
| 3Y | +54.4% | -10.4% | +64.8% | +49.1% |
| All | +54.4% | -4.9% | +59.3% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling