-70.5%
DOCU vs UPST
-93.2%
+22.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.7% |
| 7D | -3.2% | -10.9% | +7.7% | -0.9% |
| 30D | +15.7% | -7.2% | +22.9% | +17.1% |
| 3M | +37.3% | -26.7% | +64.0% | +46.3% |
| 6M | +63.1% | -29.0% | +92.1% | +73.7% |
| YTD | +15.4% | -49.4% | +64.8% | +30.6% |
| 1Y | +11.3% | -47.0% | +58.3% | +24.1% |
| 3Y | +92.1% | -27.0% | +119.0% | +62.8% |
| 5Y | -70.5% | -93.3% | +22.8% | -62.0% |
| All | -70.5% | -93.2% | +22.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling