-76.5%
DOCU vs UPST
-88.8%
+12.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | +6.9% | -3.5% | +10.4% | +7.7% |
| 30D | +19.0% | -7.1% | +26.1% | +20.9% |
| 3M | +34.3% | -13.1% | +47.4% | +37.9% |
| 6M | +48.0% | -1.1% | +49.1% | +46.0% |
| YTD | 0.0% | -35.9% | +35.9% | +7.8% |
| 1Y | -10.3% | -57.4% | +47.1% | +4.9% |
| 3Y | +32.4% | -14.9% | +47.3% | +9.4% |
| All | -76.5% | -88.8% | +12.3% | -77.4% |
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