+230.2%
OKE vs UPST
-1.6%
+231.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.9% |
| 7D | +1.2% | -8.8% | +10.0% | +1.6% |
| 30D | +4.5% | -12.1% | +16.5% | +5.0% |
| 3M | +9.6% | -19.5% | +29.1% | +10.4% |
| 6M | +15.4% | -6.8% | +22.2% | +15.0% |
| YTD | +36.5% | -41.5% | +77.9% | +38.7% |
| 1Y | +39.0% | -58.9% | +97.8% | +43.3% |
| 3Y | +74.3% | -15.2% | +89.4% | +69.0% |
| 5Y | +141.2% | -90.5% | +231.7% | +134.4% |
| All | +230.2% | -1.6% | +231.8% | +218.9% |
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