+8.9%
DOCS vs UPST
-13.8%
+22.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.4% |
| 7D | -1.4% | -3.5% | +2.1% | -0.6% |
| 30D | +21.8% | -7.1% | +28.9% | +24.1% |
| 3M | +27.3% | -13.1% | +40.4% | +31.0% |
| 6M | -0.3% | -1.1% | +0.8% | -2.1% |
| YTD | -40.5% | -35.9% | -4.6% | -36.0% |
| 1Y | -61.5% | -57.4% | -4.1% | -54.8% |
| All | +8.9% | -13.8% | +22.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling