+20.8%
DLTR vs UPST
+2.1%
+18.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.5% |
| 7D | -1.0% | +4.4% | -5.4% | -1.3% |
| 30D | +15.7% | -7.7% | +23.3% | +16.3% |
| 3M | +4.8% | -28.4% | +33.3% | +7.3% |
| 6M | +45.6% | -23.2% | +68.8% | +48.0% |
| YTD | +11.6% | -49.1% | +60.7% | +15.7% |
| 1Y | +29.8% | -42.4% | +72.1% | +33.4% |
| 3Y | +20.8% | +5.4% | +15.4% | +11.7% |
| All | +20.8% | +2.1% | +18.7% | +11.7% |
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