-24.9%
UPST vs DOC
-7.9%
-17.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.1% |
| 7D | -10.9% | +6.2% | -17.1% | -15.9% |
| 30D | -7.2% | +6.5% | -13.7% | -12.9% |
| 3M | -26.7% | -6.2% | -20.5% | -22.6% |
| 6M | -29.0% | +25.6% | -54.6% | -47.1% |
| YTD | -49.4% | +32.1% | -81.4% | -64.4% |
| 1Y | -47.0% | +20.3% | -67.3% | -58.7% |
| 3Y | -27.0% | +42.7% | -69.7% | -53.5% |
| 5Y | -93.3% | -22.2% | -71.2% | -92.4% |
| All | -24.9% | -7.9% | -17.0% | -12.0% |
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