+95.3%
DOCU vs UPST
-28.6%
+123.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.1% |
| 7D | -3.2% | -10.9% | +7.7% | -1.5% |
| 30D | +15.7% | -7.2% | +22.9% | +16.8% |
| 3M | +37.3% | -26.7% | +64.0% | +44.0% |
| 6M | +63.1% | -29.0% | +92.1% | +71.1% |
| YTD | +15.4% | -49.4% | +64.8% | +26.4% |
| 1Y | +11.3% | -47.0% | +58.3% | +20.7% |
| All | +95.3% | -28.6% | +123.9% | +88.9% |
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 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