+164.6%
DOCN vs UPST
-77.0%
+241.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.5% | +3.2% |
| 7D | +1.1% | -3.5% | +4.7% | +2.0% |
| 30D | -9.6% | -7.1% | -2.5% | -8.2% |
| 3M | -37.7% | -13.1% | -24.6% | -35.7% |
| 6M | +115.2% | -1.1% | +116.3% | +110.9% |
| YTD | +133.7% | -35.9% | +169.6% | +154.3% |
| 1Y | +250.2% | -57.4% | +307.6% | +318.6% |
| 3Y | +320.3% | -14.9% | +335.2% | +245.6% |
| 5Y | +53.1% | -88.7% | +141.8% | +53.3% |
| All | +164.6% | -77.0% | +241.6% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling