+79.8%
DRI vs UPST
-91.7%
+171.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.7% | -12.1% | +11.3% | +0.2% |
| 30D | +14.7% | -13.4% | +28.1% | +15.8% |
| 3M | +5.4% | -31.2% | +36.7% | +8.1% |
| 6M | +18.8% | -28.3% | +47.2% | +21.0% |
| YTD | +28.4% | -53.0% | +81.3% | +33.9% |
| 1Y | +37.7% | -47.2% | +84.8% | +42.1% |
| 3Y | +68.0% | -1.5% | +69.4% | +55.0% |
| All | +79.8% | -91.7% | +171.5% | +85.2% |
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