+36.7%
ORLY vs UPST
-13.2%
+49.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.3% |
| 7D | -2.3% | -1.5% | -0.8% | -2.3% |
| 30D | -8.2% | -13.2% | +5.1% | -8.2% |
| 3M | -3.5% | -13.0% | +9.5% | -3.5% |
| 6M | -9.2% | -2.9% | -6.3% | -9.2% |
| YTD | -5.8% | -38.3% | +32.5% | -5.9% |
| 1Y | -19.3% | -60.5% | +41.2% | -19.2% |
| All | +36.7% | -13.2% | +49.9% | +34.9% |
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