+173.8%
ORCL vs UPST
+7.9%
+165.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.2% |
| 7D | +5.3% | -3.5% | +8.8% | +5.5% |
| 30D | +10.0% | -7.1% | +17.1% | +10.4% |
| 3M | -32.6% | -13.1% | -19.5% | -32.1% |
| 6M | +4.9% | -1.1% | +6.0% | +4.9% |
| YTD | -17.8% | -35.9% | +18.1% | -16.2% |
| 1Y | -28.0% | -57.4% | +29.4% | -25.6% |
| 3Y | +36.0% | -14.9% | +50.9% | +33.9% |
| 5Y | +88.7% | -88.7% | +177.4% | +82.8% |
| All | +173.8% | +7.9% | +165.9% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling