+12.7%
DLTR vs UPST
-11.9%
+24.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +2.5% | -3.5% | +6.0% | +2.7% |
| 30D | +2.1% | -7.1% | +9.2% | +2.6% |
| 3M | +20.3% | -13.1% | +33.3% | +21.3% |
| 6M | +11.5% | -1.1% | +12.6% | +11.1% |
| YTD | +6.8% | -35.9% | +42.7% | +9.1% |
| 1Y | +31.1% | -57.4% | +88.5% | +36.7% |
| All | +12.7% | -11.9% | +24.7% | +5.8% |
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