-89.3%
UPST vs DOC
-24.5%
-64.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | +0.3% |
| 7D | -3.5% | -1.5% | -2.1% | -2.0% |
| 30D | -7.1% | -4.8% | -2.4% | -2.2% |
| 3M | -13.1% | +6.9% | -20.0% | -20.1% |
| 6M | -1.1% | +20.7% | -21.8% | -24.6% |
| YTD | -35.9% | +34.1% | -70.0% | -57.5% |
| 1Y | -57.4% | +22.6% | -80.1% | -68.7% |
| 3Y | -14.9% | +20.8% | -35.7% | -36.6% |
| All | -89.3% | -24.5% | -64.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling