+137.2%
DRI vs UPST
-24.8%
+162.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.2% |
| 7D | +1.1% | -10.6% | +11.7% | +1.7% |
| 30D | +9.7% | -14.0% | +23.7% | +10.5% |
| 3M | +3.2% | -36.8% | +40.0% | +5.7% |
| 6M | +20.6% | -27.5% | +48.1% | +22.2% |
| YTD | +28.3% | -55.3% | +83.5% | +32.9% |
| 1Y | +34.5% | -47.5% | +82.1% | +38.0% |
| 3Y | +66.5% | -10.4% | +77.0% | +58.9% |
| 5Y | +79.6% | -92.6% | +172.2% | +74.3% |
| All | +137.2% | -24.8% | +162.0% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling