+202.1%
CVX vs UPST
-14.4%
+216.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -7.5% | +4.4% | -11.9% | -7.5% |
| 30D | -0.6% | -7.7% | +7.1% | -0.5% |
| 3M | +14.0% | -28.4% | +42.4% | +14.4% |
| 6M | +18.1% | -23.2% | +41.3% | +18.3% |
| YTD | +42.2% | -49.1% | +91.3% | +43.2% |
| 1Y | +41.3% | -42.4% | +83.7% | +42.0% |
| 3Y | +68.3% | +5.4% | +63.0% | +66.7% |
| 5Y | +122.0% | -92.9% | +214.9% | +116.2% |
| All | +202.1% | -14.4% | +216.6% | +205.3% |
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