+9.3%
ORCL vs UPST
-28.6%
+37.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.3% | -1.6% | -6.2% |
| 7D | -17.5% | -10.9% | -6.6% | -16.2% |
| 30D | -20.2% | -7.2% | -13.0% | -19.3% |
| 3M | -19.9% | -26.7% | +6.7% | -16.9% |
| 6M | -37.4% | -29.0% | -8.5% | -34.9% |
| YTD | -40.1% | -49.4% | +9.2% | -36.3% |
| 1Y | -53.4% | -47.0% | -6.4% | -50.6% |
| All | +9.3% | -28.6% | +37.9% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling