+39.1%
DLR vs UPST
-92.2%
+131.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.1% | +1.9% |
| 7D | +5.0% | -13.5% | +18.5% | +6.4% |
| 30D | +3.0% | -19.6% | +22.6% | +4.9% |
| 3M | -6.3% | -34.2% | +27.9% | -2.9% |
| 6M | -4.8% | -31.2% | +26.4% | -2.2% |
| YTD | +21.0% | -56.2% | +77.2% | +28.4% |
| 1Y | +15.1% | -51.7% | +66.8% | +20.8% |
| 3Y | +56.0% | -8.2% | +64.2% | +44.0% |
| 5Y | +39.1% | -92.8% | +131.9% | +31.4% |
| All | +39.1% | -92.2% | +131.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling