-20.2%
UPST vs DOC
+43.5%
-63.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +7.0% |
| 7D | -3.1% | +8.7% | -11.9% | -9.2% |
| 30D | -4.0% | +7.6% | -11.6% | -9.6% |
| 3M | -22.9% | -5.3% | -17.6% | -19.8% |
| 6M | -27.1% | +27.6% | -54.7% | -43.9% |
| YTD | -46.5% | +32.4% | -78.9% | -60.5% |
| 1Y | -49.4% | +22.9% | -72.3% | -59.6% |
| All | -20.2% | +43.5% | -63.7% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling