+203.9%
ORLY vs UPST
-24.8%
+228.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.5% | +0.7% |
| 7D | +2.6% | -10.6% | +13.2% | +2.7% |
| 30D | +6.3% | -14.0% | +20.3% | +6.5% |
| 3M | -0.4% | -36.8% | +36.4% | +0.1% |
| 6M | +2.8% | -27.5% | +30.3% | +3.1% |
| YTD | +1.1% | -55.3% | +56.3% | +1.8% |
| 1Y | -6.3% | -47.5% | +41.3% | -5.8% |
| 3Y | +38.9% | -10.4% | +49.3% | +36.4% |
| 5Y | +113.1% | -92.6% | +205.7% | +109.5% |
| All | +203.9% | -24.8% | +228.7% | +190.8% |
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