-20.2%
DOCN vs UPST
-92.9%
+72.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +9.4% | -16.6% | -9.8% |
| 7D | -20.0% | -3.1% | -16.9% | -19.6% |
| 30D | -38.8% | -4.0% | -34.8% | -38.3% |
| 3M | -34.8% | -22.9% | -11.9% | -30.6% |
| 6M | -22.8% | -27.1% | +4.3% | -17.4% |
| YTD | +74.6% | -46.5% | +121.1% | +99.6% |
| 1Y | +116.4% | -49.4% | +165.9% | +148.2% |
| 3Y | +239.3% | -22.9% | +262.2% | +175.8% |
| 5Y | -20.2% | -92.7% | +72.5% | +33.8% |
| All | -20.2% | -92.9% | +72.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling