+32.7%
ORCL vs UPST
-13.8%
+46.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.3% |
| 7D | +5.3% | -3.5% | +8.8% | +5.7% |
| 30D | +10.0% | -7.1% | +17.1% | +10.9% |
| 3M | -32.6% | -13.1% | -19.5% | -31.6% |
| 6M | +4.9% | -1.1% | +6.0% | +4.9% |
| YTD | -17.8% | -35.9% | +18.1% | -15.0% |
| 1Y | -28.0% | -57.4% | +29.4% | -23.7% |
| All | +32.7% | -13.8% | +46.4% | +15.7% |
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 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