+33.9%
DLTR vs UPST
-49.8%
+83.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.6% |
| 7D | +5.3% | -10.6% | +15.9% | +7.2% |
| 30D | +13.4% | -14.0% | +27.4% | +15.9% |
| 3M | +6.6% | -36.8% | +43.4% | +14.3% |
| 6M | +59.1% | -27.5% | +86.6% | +66.4% |
| YTD | +12.3% | -55.3% | +67.5% | +21.9% |
| 1Y | +33.9% | -47.5% | +81.4% | +37.4% |
| All | +33.9% | -49.8% | +83.7% | +37.4% |
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 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