-10.4%
UPST vs DAR
+33.7%
-44.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -10.6% | +11.6% | -22.2% | -15.6% |
| 30D | -14.0% | -10.2% | -3.7% | -9.6% |
| 3M | -36.8% | -14.8% | -22.0% | -32.6% |
| 6M | -27.5% | -10.1% | -17.5% | -26.1% |
| YTD | -55.3% | +55.5% | -110.8% | -69.3% |
| 1Y | -47.5% | +61.7% | -109.2% | -65.2% |
| 3Y | -10.4% | +37.2% | -47.6% | -35.8% |
| All | -10.4% | +33.7% | -44.1% | -35.8% |
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