+123.1%
DRI vs UPST
+7.9%
+115.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +0.6% | -3.5% | +4.1% | +0.8% |
| 30D | +3.8% | -7.1% | +11.0% | +4.2% |
| 3M | +13.0% | -13.1% | +26.1% | +13.6% |
| 6M | +8.3% | -1.1% | +9.4% | +7.8% |
| YTD | +20.6% | -35.9% | +56.5% | +22.6% |
| 1Y | +6.5% | -57.4% | +63.9% | +10.3% |
| 3Y | +53.7% | -14.9% | +68.6% | +46.6% |
| 5Y | +72.7% | -88.7% | +161.3% | +64.3% |
| All | +123.1% | +7.9% | +115.2% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling