+67.0%
DRI vs UPST
-29.4%
+96.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.8% | -4.9% | +7.7% | +3.1% |
| 30D | +13.3% | -8.9% | +22.1% | +13.8% |
| 3M | +8.2% | -26.3% | +34.5% | +9.8% |
| 6M | +17.5% | -23.7% | +41.3% | +18.8% |
| YTD | +26.9% | -49.9% | +76.9% | +30.6% |
| 1Y | +31.6% | -42.0% | +73.5% | +34.1% |
| 3Y | +67.0% | -25.3% | +92.2% | +62.8% |
| All | +67.0% | -29.4% | +96.3% | +62.8% |
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