-66.7%
DOCU vs UPST
-14.8%
-51.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.0% |
| 7D | -3.2% | -10.9% | +7.7% | -1.4% |
| 30D | +15.7% | -7.2% | +22.9% | +16.8% |
| 3M | +37.3% | -26.7% | +64.0% | +44.2% |
| 6M | +63.1% | -29.0% | +92.1% | +71.3% |
| YTD | +15.4% | -49.4% | +64.8% | +27.0% |
| 1Y | +11.3% | -47.0% | +58.3% | +21.2% |
| 3Y | +92.1% | -27.0% | +119.0% | +74.3% |
| 5Y | -70.5% | -93.3% | +22.8% | -71.5% |
| All | -66.7% | -14.8% | -51.9% | -73.9% |
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 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