+183.8%
ORLY vs UPST
-0.4%
+184.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.3% |
| 7D | -1.0% | -8.1% | +7.1% | -0.9% |
| 30D | -6.7% | -14.3% | +7.6% | -6.5% |
| 3M | -3.8% | -16.6% | +12.8% | -3.6% |
| 6M | -9.0% | -7.3% | -1.7% | -9.0% |
| YTD | -5.6% | -40.8% | +35.2% | -5.2% |
| 1Y | -19.5% | -62.4% | +42.9% | -18.8% |
| 3Y | +34.7% | -15.3% | +50.0% | +32.5% |
| 5Y | +118.0% | -91.1% | +209.1% | +113.8% |
| All | +183.8% | -0.4% | +184.2% | +170.8% |
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 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