+23.5%
DLTR vs UPST
-93.3%
+116.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.5% |
| 7D | -1.0% | +4.4% | -5.4% | -1.2% |
| 30D | +15.7% | -7.7% | +23.3% | +16.2% |
| 3M | +4.8% | -28.4% | +33.3% | +7.0% |
| 6M | +45.6% | -23.2% | +68.8% | +47.7% |
| YTD | +11.6% | -49.1% | +60.7% | +15.4% |
| 1Y | +29.8% | -42.4% | +72.1% | +33.1% |
| 3Y | +20.8% | +5.4% | +15.4% | +14.3% |
| 5Y | +23.5% | -92.9% | +116.4% | +2.1% |
| All | +23.5% | -93.3% | +116.8% | +2.1% |
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 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