+87.1%
DOCN vs UPST
-83.3%
+170.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.8% | +3.7% |
| 7D | -12.1% | -4.5% | -7.6% | -11.3% |
| 30D | -41.0% | -15.3% | -25.7% | -38.5% |
| 3M | -38.7% | -32.4% | -6.3% | -32.6% |
| 6M | -51.5% | -29.5% | -22.0% | -47.6% |
| YTD | +65.3% | -53.3% | +118.6% | +94.4% |
| 1Y | +53.9% | -47.4% | +101.3% | +74.5% |
| 3Y | +215.6% | -2.2% | +217.8% | +149.4% |
| 5Y | -26.2% | -92.0% | +65.9% | -19.4% |
| All | +87.1% | -83.3% | +170.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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