+40.8%
CVX vs UPST
-44.0%
+84.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.7% |
| 7D | -7.5% | +4.4% | -11.9% | -7.0% |
| 30D | -0.6% | -7.7% | +7.1% | -1.0% |
| 3M | +14.0% | -28.4% | +42.4% | +11.3% |
| 6M | +18.1% | -23.2% | +41.3% | +16.0% |
| YTD | +42.2% | -49.1% | +91.3% | +42.0% |
| All | +40.8% | -44.0% | +84.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling