-20.7%
UPST vs DOC
-7.7%
-13.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +6.5% |
| 7D | -3.1% | +8.7% | -11.9% | -10.6% |
| 30D | -4.0% | +7.6% | -11.6% | -10.9% |
| 3M | -22.9% | -5.3% | -17.6% | -19.4% |
| 6M | -27.1% | +27.6% | -54.7% | -46.7% |
| YTD | -46.5% | +32.4% | -78.9% | -62.5% |
| 1Y | -49.4% | +22.9% | -72.3% | -61.6% |
| 3Y | -22.9% | +43.1% | -66.0% | -51.0% |
| 5Y | -92.7% | -21.4% | -71.3% | -91.7% |
| All | -20.7% | -7.7% | -13.0% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling