+18.4%
DOV vs UPST
-90.2%
+108.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.3% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | -7.5% | -13.2% | +5.7% | -6.4% |
| 3M | -9.7% | -13.0% | +3.3% | -8.8% |
| 6M | -6.1% | -2.9% | -3.2% | -6.6% |
| YTD | +0.5% | -38.3% | +38.8% | +3.6% |
| 1Y | +10.5% | -60.5% | +71.0% | +17.9% |
| 3Y | +41.7% | -11.7% | +53.4% | +33.5% |
| 5Y | +18.4% | -90.2% | +108.6% | +16.3% |
| All | +18.4% | -90.2% | +108.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling