+204.8%
CVX vs UPST
-15.8%
+220.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.1% |
| 7D | -9.7% | -4.9% | -4.8% | -9.7% |
| 30D | +3.6% | -8.9% | +12.5% | +3.7% |
| 3M | +13.3% | -26.3% | +39.7% | +13.7% |
| 6M | +16.9% | -23.7% | +40.6% | +17.1% |
| YTD | +43.4% | -49.9% | +93.3% | +44.5% |
| 1Y | +44.5% | -42.0% | +86.5% | +45.1% |
| 3Y | +64.0% | -25.3% | +89.3% | +62.8% |
| 5Y | +126.4% | -93.4% | +219.8% | +120.3% |
| All | +204.8% | -15.8% | +220.6% | +208.0% |
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 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