-37.4%
DOCS vs UPST
-82.8%
+45.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -2.8% |
| 7D | -1.3% | -10.9% | +9.5% | +1.7% |
| 30D | +19.4% | -7.2% | +26.6% | +21.6% |
| 3M | +53.4% | -26.7% | +80.1% | +66.5% |
| 6M | +28.8% | -29.0% | +57.7% | +38.3% |
| YTD | -25.1% | -49.4% | +24.3% | -13.7% |
| 1Y | -48.1% | -47.0% | -1.2% | -41.5% |
| 3Y | +51.4% | -27.0% | +78.3% | +29.9% |
| 5Y | -51.1% | -93.3% | +42.2% | -26.3% |
| All | -37.4% | -82.8% | +45.4% | -53.0% |
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 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