+104.2%
ORCL vs UPST
-21.5%
+125.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.0% |
| 7D | -6.5% | -4.5% | -2.0% | -6.3% |
| 30D | -16.6% | -15.3% | -1.3% | -15.7% |
| 3M | -21.6% | -32.4% | +10.8% | -19.8% |
| 6M | -39.4% | -29.5% | -9.8% | -38.1% |
| YTD | -38.7% | -53.3% | +14.7% | -36.3% |
| 1Y | -50.4% | -47.4% | -3.0% | -48.7% |
| 3Y | +8.1% | -2.2% | +10.3% | +7.3% |
| 5Y | +34.5% | -92.0% | +126.6% | +32.7% |
| All | +104.2% | -21.5% | +125.7% | +94.7% |
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