-34.6%
DOCS vs UPST
-81.8%
+47.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +3.8% |
| 7D | +1.2% | -3.1% | +4.4% | +1.9% |
| 30D | +21.3% | -4.0% | +25.3% | +22.4% |
| 3M | +58.4% | -22.9% | +81.3% | +69.6% |
| 6M | +39.3% | -27.1% | +66.4% | +48.5% |
| YTD | -21.7% | -46.5% | +24.8% | -11.2% |
| 1Y | -47.3% | -49.4% | +2.1% | -39.9% |
| 3Y | +58.2% | -22.9% | +81.1% | +33.8% |
| 5Y | -52.3% | -92.7% | +40.4% | -30.4% |
| All | -34.6% | -81.8% | +47.2% | -51.6% |
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