+88.4%
DOV vs UPST
-21.5%
+109.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.5% |
| 30D | +12.3% | -15.3% | +27.6% | +13.4% |
| 3M | +1.2% | -32.4% | +33.6% | +3.6% |
| 6M | -3.1% | -29.5% | +26.5% | -1.3% |
| YTD | +9.4% | -53.3% | +62.7% | +13.9% |
| 1Y | +17.6% | -47.4% | +65.0% | +21.3% |
| 3Y | +66.5% | -2.2% | +68.7% | +60.1% |
| 5Y | +29.0% | -92.0% | +121.1% | +26.0% |
| All | +88.4% | -21.5% | +109.9% | +73.2% |
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 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