+89.3%
DOV vs UPST
-14.4%
+103.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +4.4% |
| 7D | -1.4% | +4.4% | -5.8% | -1.7% |
| 30D | +12.8% | -7.7% | +20.5% | +13.3% |
| 3M | +1.1% | -28.4% | +29.6% | +3.2% |
| 6M | -2.6% | -23.2% | +20.5% | -1.4% |
| YTD | +9.9% | -49.1% | +59.0% | +13.8% |
| 1Y | +19.3% | -42.4% | +61.7% | +22.3% |
| 3Y | +68.4% | +5.4% | +63.0% | +61.1% |
| 5Y | +29.1% | -92.9% | +122.0% | +25.7% |
| All | +89.3% | -14.4% | +103.7% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling