-4.8%
UPST vs DOC
-6.5%
+1.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | +0.1% |
| 7D | -3.5% | -1.5% | -2.1% | -2.1% |
| 30D | -7.1% | -4.8% | -2.4% | -2.7% |
| 3M | -13.1% | +6.9% | -20.0% | -19.3% |
| 6M | -1.1% | +20.7% | -21.8% | -22.0% |
| YTD | -35.9% | +34.1% | -70.0% | -55.3% |
| 1Y | -57.4% | +22.6% | -80.1% | -67.5% |
| 3Y | -14.9% | +20.8% | -35.7% | -33.7% |
| 5Y | -88.7% | -24.9% | -63.8% | -87.3% |
| All | -4.8% | -6.5% | +1.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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