+38.7%
DOV vs UPST
-13.8%
+52.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.1% |
| 7D | -2.7% | -3.5% | +0.9% | -2.3% |
| 30D | -8.1% | -7.1% | -1.0% | -7.5% |
| 3M | -9.4% | -13.1% | +3.7% | -8.4% |
| 6M | -12.6% | -1.1% | -11.5% | -13.4% |
| YTD | -0.5% | -35.9% | +35.4% | +2.8% |
| 1Y | +9.2% | -57.4% | +66.7% | +17.1% |
| All | +38.7% | -13.8% | +52.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling