-6.5%
UPST vs DAR
+23.1%
-29.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.4% | -7.3% |
| 7D | -4.5% | -3.8% | -0.7% | -2.6% |
| 30D | -15.3% | -14.4% | -0.9% | -8.7% |
| 3M | -32.4% | -17.9% | -14.5% | -26.6% |
| 6M | -29.5% | -18.3% | -11.2% | -24.3% |
| YTD | -53.3% | +43.2% | -96.6% | -66.6% |
| 1Y | -47.4% | +57.7% | -105.1% | -65.0% |
| All | -6.5% | +23.1% | -29.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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