-31.1%
DOCN vs UPST
-93.2%
+62.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.3% | -10.5% | -14.3% |
| 7D | -29.3% | -10.9% | -18.4% | -27.0% |
| 30D | -46.0% | -7.2% | -38.8% | -44.9% |
| 3M | -43.2% | -26.7% | -16.5% | -38.5% |
| 6M | -53.7% | -29.0% | -24.8% | -49.9% |
| YTD | +46.9% | -49.4% | +96.3% | +71.0% |
| 1Y | +54.3% | -47.0% | +101.3% | +76.0% |
| 3Y | +185.5% | -27.0% | +212.5% | +136.2% |
| 5Y | -31.1% | -93.3% | +62.2% | +24.0% |
| All | -31.1% | -93.2% | +62.1% | +24.0% |
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